Because the Python community writes libraries in C, C++, Fortran and Rust, to make up for the CPython slowness, using CPython C API, calls them Python libraries, and they naturally only work in CPython.
PyPy and GraalPy then never get to use those pseudo "Python" libraries, because their API for C based extensions differs enough that you cannot take a random shared library and load them into either.
They came up with a common C API proposal, but has hardly taken that much adoption.
Indeed, mixing all the language features and anti-features with non-native Python libraries is a big reason too — both because it mitigates many of the performance issues a JIT would solve, but mostly because it complicates or makes the implementation unfeasible altogether.