> I wonder why are dofiles have to be on remote machines?

Because the processes that use them run on the remote machines.

> I type an alias, the ssh client expands it on my local machine and send complex commands to remote.

This is not how SSH works. It merely takes your keystrokes and sends them to the remote machine, where bash/whatever reads and processes them.

Of course, you can have it work the way you imagine, it's just that it'd require a very special shell on your local machine, and a whole RAT client on the remote machine, which your special shell should be intimately aware about. E.g. TAB-completion of files would involve asking the remote machine to send the dir contents to your shell, and if your alias includes a process substitution... where should that process run?