Because Metamask is not an open source wallet. I am not also a Mycelium wallet user, but I saw on Mycelium that you can connect it to a hardware wallet, but just that Metamask is supporting more coins and tokens. Any close source wallet is not safe and secure to use because you do not know if the code used to build the wallet has some vulnerabilities like spyware and malware that can render your coins stolen.
MetaMask is open-source, and has always been as far as I can remember:
https://github.com/MetaMask/metamask-extensionI do not recommend the use of closed-source wallets, but AFAIK, even when doing so with a hardware wallet like Trezor, transactions can still not be signed without physical access to the device.