One of the reason is that apps can place their files in any place they want so the app manager is not aware of those locations.
Even if it would know then the user still would need a way to remove the app without deleting data, imagine installing Developer IDE or chat app and uninstall process would remove your chats or projects. Imagine app dev accidentally set the “directory that store app data” to /home, it would be bad.
I not once uninstalled app to install different (for example older) version due to bugs in new one.
Having the logic allowing to optionally delete data would introduce additional complexity so most old package managers never introduced that feature.
But I agree that we should slowly introduce a way to to that. Some app managers that manage flatpaks now allow to delete user data after uninstalling app, this now could be done universally because apps installed using flatpak store their data in their own separated/dedicated directory that flatpak engine know about so (unless you give permissions to access other location) thw manager know where the app store data so can offer easy way to remove it.