Because that's a stupid idea? Let me just go download a gig of Elecom-enabled RO client just to try it out.
You just need to download a 3-4mb file, like any other pserver.
Elecom shield injects itself in to to the client through a loader. You run the loader, the loader checks for existing clients, and then the loader launches the RO client and injects a dll. The dll then intercepts loadlibrary/getprocaddress/recv/send/connect calls. It encrypts packets, and probably communicates with the server through elecom specific packets. Its encryption functions are fairly long, and it's possible it doesn't call ws2_32's send/recv but instead uses a custom send/recv function (pure speculation, because that's how I'd have done it had I gone through the trouble of doing what the elecom person did). This is all from a <1hr glance at an elecom shield enabled client.
It would be easy to add support, but then you could potentially get in to an update war. Which is fine, but the people updating anti cheats have a slight advantage because they can ban users.