I think the better question is why SDI video connections aren't available on any consumer devices.
While HDMI is nice for consumers because it carries audio/data, SDI cables are cheap (just a single coax cable!) and easy to route (T-splitters are a thing!).
I think cost might be the main factor there. SDI is serial instead of parallel like all other consumer digital video cables. Hardware to serialize and deserialize bits this fast on a single conductor is expensive. HDMI 1.0 had a max transmission rate of 4.95 Gbit/s in 2002. Today, HDMI 2.1 goes up to 48 Gbit/s.
While HDMI is nice for consumers because it carries audio/data, SDI cables are cheap (just a single coax cable!) and easy to route (T-splitters are a thing!).
SDI does not support HDCP, however.