Based on reading a lot of The Old New Thing blog by MS veteran Rayond Chen, I think there's a pretty straightforward reason:

A user could accidentally do it and end up with a 'broken' menu they don't know how to fix, and Windows being 'broken' in that way is Windows' fault from the perspective of such a user.

This sort of thing can and does cause a support burden, which is an expensive tradeoff. So rather than it being a built in capability, a user would need to manipulate the registry or use a third-party program to do it for them.

At least, that's the reasoning that would've come up at MS when adding such a feature was suggested internally (and it certainly has been)