Some options:

a) they are worried Mastercard might randomly decide it does and punish them

b) it's convenient to be able to blame someone else

c) someone somewhere said something and the rest of the orgs isn't aware or over-interpreted a statement

Vague rules like this are great to dilute responsibility. It can both be true that Mastercard didn't tell the payment processors to force the issue and that the payment processors strongly thought they had to.