Why are SMD Diodes different Packages than Resistors and Capacitors?
Diodes in resistor/capacitor style packages are relatively rare and usually far more expensive, which means they are going to stay rare. 

Probably mostly historic and partly economic and partly technical. You can buy LEDs in 0603 and 1206 packages, so there is not a serious technical issue, but you probably want a good leadframe in place to allow the heat to be removed through the leads.  

You'll find the same thing with tantalum electrolytic capacitors- some of them are available in 1206, 0805 etc. but they are very expensive and have low availability compared to the usual packages. 

The usual advice given here is to learn to make your own footprints, usually the canned footprints are not 100% coverage of what you need and also not exactly what you would like them to be (such as the thickness of silk screen lines and such like).