Part of the blame lands on the shoulders of popular UI frameworks (or in the case of those choosing to eschew use of such, the developers who made that choice). The older frameworks tend to make this fairly easy; for example, in Cocoa/AppKit (Mac native UI framework), one can pretty easily wire up their entire UI for proper keyboard navigation entirely visually (mostly just consists of connecting nextKeyView outlet between controls to produce a logical chain to tab-focus through). Defining key shortcuts is also simple; add a menu item for a command and set its corresponding shortcut (which in turn allows the user to rebind the shortcut in System Settings at will).
That sort of design has fallen out of favor with newer frameworks, unfortunately. The new preferred style seems to be a wireframe that the dev chooses which parts fill in, and often only the barest of essentials makes the cut.