Reading about them, the main reason is because you have to manufacture regularly repeating slices of glass in a column over large distances whose thicknesses are usually on the order of the wavelength you're dealing with. So visible light requires some really small slices.

I could probably make fiber bragg gratings in my ceramics studio, yet it would require buying some Very specific thickness glass sheet, setting up a bunch of hole punch jigs to get 1 m worth out of 1 um slices, figuring out some way to actually layer 1,000,000 slices correctly, and then not just melting them to slag accidentally.