There are two reasons for this. First, mechanical keyboards are generally larger than other keyboards, which makes them less portable.
Secondly, mechanical keyboards are oftentimes used by professional gamers, and for their use case, wireless just doesn't cut it. Higher latency (and more importantly - higher variance latency), as well as multi-key rollover[0]
That said, as someone who owns two Das keyboards and hates typing on laptop keyboards (or, worse, on tablet screens), I'm very happy to see this!
[0] Even the Das keyboards don't support n-key rollover over USB; you need to use PS/2 cables, IIRC: https://en.wikipedia.org/wiki/Rollover_%28key%29