Because .. they didn’t feel like programming that? I really don’t know what kind of answer you expect. It doesn’t work in the windows explorer or picture viewer either, and although all these pieces of software were programmed by Microsoft, they were being developed in smaller/individual teams. It’s only common in internet browsers because they were all copying each other to make the learning curve a little less steep, it’s not a universal standard they’re adhering to. More of an internet browser standard that slowly developed.
That’s not to say I wouldn’t like some kind of universal zooming standard, maybe you should write Microsoft about it.