Because that is how the protocol was written. The client just has a list of private keys and knows nothing else.

If you want to create the transaction and send it there are many places that you can do that manually. But if there is an issue you have to track it down and figure it out yourself.
If you are sending it out through a fully synced node that has a known set of protocols / commands then is there is an issue you can reply with a known error code.

Otherwise if you want to transmit to the network you still need a list of nodes that will accept it, or you have to run your own node or at least get a list of peers you can transmit to.

Or you can just run your own full node and call it a day. As has been discussed, you can get an old machine with a 1TB drive for well under $100 and do it yourself if you are worried.

I just setup an electrum server last night for a test. Went for an old Dell 3rd gen core i5 laptop $45 and and used an old spinning drive that I had sitting around. But if I needed the drive it would have only been another $25 or so. If you are concerned about privacy then it's not that difficult to do. I cheat and just copy the blockchain from an existing node I have but outside the sync time it's not that long a process and not that tough. What I wanted to do didn't work but that's another story.

-Dave