Because most motherboards without an m.2 slot, don't support booting from an m.2 drive.
And since most people only run their fastest ssd as their boot drive, including a PCIe adapter would mislead customers and cause a lot more support demand on the manufacturers side.
Yes you can run it from PCIe as a secondary drive, but who does tha? . Ok, I do, but I'd consider my self part of 1% of users...