Because LightRoom and Photoshop work completely differently.
Lightroom only changes metadata - which is small, so the history is small and easily edited after being created.
Photoshop changes document structure and pixels - so the actual history is many gigabytes of data which is not easily edited after it is created. It might be possible to include all history with Photoshop, but not easy, and the files will quickly extend to Terabytes in size.
It's sort of like asking why it is easy to change the blueprints of a house before it is built, and not so easy to change the house after it has been built.