There are few reasons:
- they most of the time run embedded in a DAW
- they are usually computationally intensive themselves
- they are meant to be instanced as far as memory/CPU can go
ad to the third point: Music producers already require and use pretty powerful rigs: 32-128GB RAM is not uncommon, CPU as good as it gets. There's great benefit when you can run 100 instrument synthesizer instances parallel vs 14 instances - it's a difference between a differentiated orchestra and a rock band.