In short, it's because consoles don't support HTML5 games. It's a shame as the technology works brilliantly, especially with the latest features like WebGPU, and JavaScript performance is extraordinary these days. If consoles did support HTML5 games, we'd add support for consoles at no additional cost.
However with no HTML5 support, the only option is to rewrite the entire engine in technologies that consoles do support. This might even end up needing a rewrite per console platform. This is a project that would probably take several staff working for years to get anywhere near full compatibility, if it's even possible - browser things like iframes and the HTML Element object with custom HTML and CSS may never be portable. That would be hugely expensive to the company - and a huge loss if it wasn't compensated by a corresponding vast increase sales - and mess up our whole single-codebase strategy that has worked so well for many years (and which I think is a large part of the reason we even came this far).
There's tons more to say about the subject, and I totally get it that people are very keen for this, and I'd do it if I thought it was realistic for us. But for the time being I think third-party porting services is a pragmatic compromise. What would really make it realistic is for consoles to support HTML5 games. The more people who push console makers for that, the more it will help incentivize them.
Way back in the days of the Wii U era, nintendo released Nintendo Web Framework, allowing web games to be published on the wii u. The only problem is that nowadays that's incredibly outdated from the current web, and probably not worth bringing back for them so late into the switch.