Why don't bookshelves come with wall mounting screws included?
From the linked assembly instructions:

Screw(s) and plug(s) for the wall are not included. Assess the
suitability of the wall to ensure that it will withstand the forces
generated. Use screw(s) and plug(s) suitable for your walls and the
intended load. If you are uncertain, seek professional advice. Read
and follow each step of the instruction carefully

If they included default hardware, customers would use it without thinking even in cases where it was not appropriate for their wall construction, presumably leading to a potential liability for Ikea. By not including any hardware for wall attachment, they put the liability on someone else to get the right kind of hardware for however the customer's wall is built.
This is some speculation about Ikea's reasons based on their instructions. I imagine the situation is similar for other furniture retailers.