Why are axle cone nuts on the left side of a bike not reverse threaded?
Cone nuts have lock nuts.  The lock nuts (in an ideal world) prevent any motion.

And, as you observe, precession in either direction is bad on wheel bearings, so there's no real point in preferring self-tightening or self-loosening.

(In fact, having both the same direction means that any slight "creep" in one will tend to be canceled by the "creep" in the other.)

Note that crank bearings and pedal threads are subjected to much more axial load (and more intermittent), and are thus more subject to creep.  Plus, cartridge crank bearing cups and pedal threads are self-limiting -- they will only tighten so far, regardless.  And often the crank cups do not have lock nuts.