You would be surprised. If a passive loop (i.e. just a pair of jacks in between the preamp output and D.I. input) was added it takes extra space and an extra buck or two of parts. But then there would be new threads about why builders aren't including buffered loops in their DI units. If buffered loops were added (which is now adding more circuitry aside from just the jacks), people would ask for variable send/return levels. And if all of those things were added, people would refuse to buy it because at that point it would be too big to fit on their pedalboard.
As much as I love giving people everything they could possibly want, as with all things in life, there has to be a balance. I find far more people interested in keeping things as small as possible than in adding features like an FX loop.