For many types of study, especially new ones, having such a setup is just as hard as doing the thing that may or may not require massive automation. For example, testing a new type of high acceleration engine. How would you even setup a lab to have hundreds of test beds for this? Would you need to manufacture hundreds of prototypes of the engine to even do the test? Where would you source that if the whole point is proving whether the engine works and produces more thrust. You probably just have one prototype sitting on a table. Sure when you get to the point of refining a tested and well-studied design, automation helps.
I'm sure there are some areas like organic chemistry where you can just toss compounds together and vary the heat, etc. But what are you getting? Don't you need to do specific tests and measurements to figure out if its useful? All of that requires setup with all the caveats above. What if you're doing something else, like metallics. Well then you need a whole lab with temperature and atmosphere controlled furnaces, various cooling surfaces, additives, dopants, etc. Knowing when / where to add, how to cool, rotate, etc. could all play a factor. Automating that right off the bat isn't feasible until you've proven it can actually work, so AI help is of limited value.
Now, if we have AGI with full embodiment, that's a different story (since with full embodiment it can handle all these tasks if given authority to do so).