This would be ok, if immutable data structures weren't also much harder to reason about, implement, and actually use in your algorithms. Nothing is stopping you from doing functional programming and using immutable data structures in an imperative language (the reverse is very much not true), but why would you bother if it's easier to think about (and prove properties of, if you're into that thing) mutable data structures?
People recommend Okasaki's Purely Functional Data Structures all the time, but the main result of that dissertation aren't the clever immutable data structures, it's the fact that Okasaki was the first person to come up with a somewhat workable way to do asymptotic runtime analysis of immutable data structures. IMO it's not pretty.