As said before, it’s all about the battery-life, not to mention, for most people, they are nowhere near a computer, or WiFi when they are taking their pictures.
There are many options though, if you want a set up like that. There are some Nikon point-and-shoots that have WiFi, and some Sony PnS (point-and-shoot) cameras. But if you have a DSLR, there is a plethora of options to chose from. There are plugins to attach BlueTooth to your camera, AirCards, or WiFi transmitters. I have synced my camera to my computer, then the computer to my iPhone, allowing me to take a picture, immediately transfer it to the computer, then using my iPhone as an AirCard, put it right on my .Mac… oh sorry, MobileMe, server.