I've contracted for a few of the larger agencies and that's just not true. Their DNS's can route sub-domains to several (hundreds) different sites/servers where there is no, and continues to be no, https
The one downside of includeSubDomains is that, with dynamic HSTS (without preloading), you have to get the user to visit https://agency.gov to "see" the HSTS header once to get that coverage. Visiting https://www.agency.gov or http://agency.gov won't do it.
So another benefit of preloading is that you remove that problem from the table -- browsers will enforce HTTPS for all subdomains, even if the user has never visited the root site. It's a powerful tool, and there is no analogue for other protocols (like IPv6 or DNSSEC) to set policies for an entire zone that you can expect most clients to enforce.