Because near/mid infrared has many uses other than high-z objects, and it’s been something of a relative blind spot to us until now, although before Webb we did have Spitzer.

For far IR/submillimeter observations we had Herschel in space, SOFIA in the stratosphere (flying on a 747), and several large terrestrial telescopes at very high altitudes can also observe at FIR/submm wavelengths. But sure, there are likely many astronomers who would love nothing more than a new spaceborne FIR telescope, given that it’s been more than a decade since Herschel’s end of mission, and SOFIA was also retired in 2022.

For microwave we’ve had several space telescopes (COBE, then WMAP, then Planck), mainly designed to map the cosmic microwave background. That’s the farthest and reddest that you can see in any EM band, 300,000 years after the big bang.

Past microwave, that’s the domain of radio astronomy, with entirely different technology needed. We have huge radio telescope arrays on the ground – the atmosphere is fairly transparent to radio so there’s no pressing reason to launch radio telescopes to space, and their size would make it completely infeasible anyway, at least until some novel low-mass, self-unfolding antenna technology.