The main purpose of a hardware security device is to protect your funds.

As long as the EOS protocol and network are not fully stable, you could argue that using a hardware security device for protecting your funds is just premature optimization. Your security is only as strong as the weakest link, and in this case the network itself could be weaker (from a security perspective) than your computer or even wallet stored in the cloud.

Just my 2 cents as to why Ledger and Trezor aren't likely to focus on adding EOS support any time soon.