Why aren't lengthier expirations offered, especially when a competitor offers it?
I am not sure of the exact procedure, but it is not purely an administrative decision of the exchange - they need market makers who want to support the product. Given the rise of algorithmic trading, one could imagine that any conceivable product could be created, and hope that people set up algorithms that create a two-way market. However, exchanges have rules about margin calls, and so sketchy financial products raise the concern of entirely artificial squeezes.
The revealed preference is that not many entities want to trade long-dated equity options, and so we return to the previous point. This is not a general property across all financial products; fixed income supports long-dated option trading (swaptions) as a side effect of hedging embedded call options in bonds/mortgages.