Why can only some digital ports output PWM and the others not?
Check out the ATMega328p datasheet: each of the 3 timer/counter blocks can generate PWM (2 PWM signals per timer) and on top of that, typically Timer1 (16 bits) is used by the OS/scheduler/whatever, unless you are really running on bare metal.

It's a limitation, but so is everything else.

If you do not like it, you can always choose a different microcontroller, either AVR or something else.
Certain models might  be designed to have more units of a specific type than you would find on generic microcontrollers.