Because you don't need to or have to.
The moving parts and seals would wear out faster.
Locking the hubs would not only turn the axle shafts,
but it would turn the driveshaft and the internals of the
transfer case all the time.
The axle isn't set up to be a full time 4 wheel drive.
Your asking "Why not?" and your answer is
Why?
The front axle is selectable to keep it from wearing out
and not being there when you need it.
When I regeared for example. My rear axle had 77,000 miles
on it. The front probally had under 1,000. and looking at the wear
patterns in the ring gears, that was truely apparent.
And now I have a front R&P that I can sell of give to someone
that needs a D44 TTB replacement.