Because what you save in terms of storage, you pay for in decode time, which is an important consideration on the web.
At smaller sizes (more typical on the web), the results are opposite, the JPEG decodes much faster.
Various workarounds (for example RST markers or self-sychronizing properties of Huffman) have been proposed, but these are not great and do not work for all images.
JPEG XL ensures this information is always available.