Because their dev don't want to or haven't implemented this feature already. Wallets are just a "client" to create transactions and broadcast them to the Bitcoin network. Every coin you have is stored in the Blockchain, and not in the wallet itself. This means that every wallet should be able to do what others do if the dev wants.

"Your bitcoins – or rather, the pieces of code that represent them – are not actually stored in your wallet. They are stored on the blockchain, which in turn is stored on node computers all around the world. [...]"

"But it’s important to understand that the wallet doesn’t actually contain your bitcoin. It contains permission to spend your bitcoin. And if you lose access to that permission to spend, then you effectively also lose your bitcoins, because you no longer have access to them. That is why it is so important to keep the keys secure. [...]"

Source: http://www.fintechblue.com/2016/02/how-does-a-bitcoin-wallet-work/

Other quick video with an easy explanation: https://www.youtube.com/watch?v=A1Pl5hYHXiI