That is a result of how Homebrew built and packaged it. There are downloads at https://osquery.io/downloads, and for a Homebrew installation that page recommends installing the Cask.

    $ brew cask info osquery
    osquery: 4.4.0
    https://osquery.io/
    Not installed
    From: https://github.com/Homebrew/homebrew-cask/blob/HEAD/Casks/osquery.rb
    ==> Name
    osquery
    ==> Artifacts
    osquery-4.4.0.pkg (Pkg)
    ==> Analytics
    install: 120 (30 days), 198 (90 days), 206 (365 days)