Microsoft can always rely, that IE9 will supports whatever formats they want it to support. They know, that it will play H.264, because they ship H.264 with Vista and 7 and IE9 supports only Vista and 7.
Apple can also always rely, that Safari will display formats they want it to display. They know, that Safari will play H.264, because Quicktime ships with H.264 and Quicktime is bundled with OSX, or with Safari for Windows.
If Mozilla/Google/Opera outsource this to OS, they lose control. They will not know, what the browser will display (imagine handing off control about HTML/CSS/JS to Microsoft, when IE6 was going down and Firefox up. It would be like Firefox using IE HTML control to display HTML).
Another problem from the control perspective is inconsistent support among platforms. Platform A, it will play formats X and Y. On platform B, formats Y and Z. On C, X a Z. Do you see problem here?