Because the way HSTS works fundamentally implies a stateful client, and because it was fundamentally created to solve a human problem (i.e. humans entering in URLs directly in the address bar). It really doesn't make sense with a non-stateful client, and it isn't intended for cases where someone isn't manually entering in the URL to hit.

E.g. fetch is often loaded in transient situations - it really shouldn't be updating its own config because of responses it gets. Also, based on the other comment I was originally thinking it would be good if fetch would just error out if it gets a redirect from http -> https AND also a Strict-Transport-Security header, but in that case it would still mean it was dependent on the server setting up the STS header, and if they could do that they should just go ahead and get rid of the http -> https redirect in the first place.