Shells require integration with the rest of the system, which involves automatically executing certain scripts based on program availability for autocomplete. That's difficult to do when you don't know what kind of system you're remoting into. You can't reuse the same configuration for remoting into an old Ubuntu 12.04 machine and for remoting into a Windows 11 powershell prompt without losing most functionality you want out of a more-than-basic shell.
If you want a unified shell, you'd probably want to set up a layer between the user interface and SSH (on both sides) to make this possible.