Chiefly because "supporting it" requires a full JavaScript interpreter, and subscribing to changes in "system settings" during the lifetime of your program. Easier just to support http_proxy/https_proxy/no_proxy (and what standard for no_proxy? Does it support CIDR ranges?) or even less flexibility than that.
If only http_proxy/https_proxy/no_proxy at startup time were more widely supported then. In my case I had to deploy software into a kubernetes cluster managed by a different company that required these configurations.