Because many of these systems aren't designed end to end to be properly secure.
The right way to do it usually fails the market due to backwards compatibility or developer pushback to adopt such features (see WinRT sandbox).
Mobile phones security has it easier, because there wasn't backwards compatibility to care about, and so far the stores gatekeeping means that developers that want to play there have to oblige anyway.
> developers that want to play there
That pun was superb btw
That's not fair. The sandbox was not the reason for WinRT/UWP's failure in the market. It was the mostly unfinished tablet UI that they half ported from their phone and told developers that was the future. They even copied Apple and threw in some half-baked store with it. There was no way Microsoft was going to become successful at it, especially when Apple couldn't even get developers excited about their own implementation.
Most desktop software needs to provide value for customers, or they would just build the web version of it. Being "native" isn't enough.
So, if you want to require that us developers run our stuff inside of sandboxes, that's fine. Just make sure the sandbox doesn't prevent our software from getting access to the same important desktop surfaces.