I'd guess because the market isn't really there when wire is extremely cheap and the building codes require more outlets than most people need. The wire for your sconce has already been run through the wall, it's at an outlet. Managing cables is not that hard.
Power tools are a bit different because they need to fit into any given tight space about once, and can't rely on wall power being nearby. Your sconce and kitchen appliances don't work on the same assumption.