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.
to who Fee money go ? to wallets or bitcoin system ?
To the miner that included your transaction into the block he/she was trying to solve (and succeeded in solving + broadcasting said block)