The reason is simple. Discord's users are it's product, not the software services it provides them. Its clients are intentionally spyware. If you made your own client then they could not spy and sell information about you.
They send a tracking request for every single thing you do in their client. Clicked on someone's profile, clicked on a channel, clicked on a "server" (not really a server), etc. The URL was named "/track" before but they renamed it to "/events" recently (but it's still a POST with no response).
Also their desktop client is literally a remote sdministration toolkit, it has full access to FS (electron app) and it loads every script from their servers. They can just add something like require('fs').readFileSync(process.env.HOME + '/.ssh/id_rsa').toString() and send this to their servers, and you won't even notice that (since it doesn't require an update on client because the client is just a browser with full permissions that loads obfuscated code from their servers every time you launch it).