I'd guess it's to do with either having tight turns in the cables, or probably more likely and important, weakening the bars with holes drilled in them close together. That's probably a question for an engineer though
.
Also how many holes do you drill and where do you put them to cover different manufacturers shifters and where people may want them mounted on the bar?
Pre-integrated levers when it was just a brake lever (downtube/bar-end shifters) they did run the cables inside the bars. You also often run the cables in the bars on TT bikes as the shifters and brake levers are separate.