They have been included in many times and places and for many bike genres.
I think the answer to your question plays out culturally and economically a little differently around the world. I will speak to the US: The United States is big and has diverse climates and riding conditions. The cycling culture here overall is very focused on fair weather, recreational/fitness/leisure riding, and several of the biggest cycling markets (coastal California and Florida) are quite dry. Additionally, the US has long wrestled with cultural attitudes that relegate bikes as toys, which results in a dynamic where the cycling industry is forced to accomodate a buying public that can be tentative about paying what it costs for a quality utilitarian bike. Like fenders, this is the reason why dynamo lighting and hub gears have had a hard time in the US; despite being a good value, they add to the up-front cost.
The mainstream dealer-level bike brands in the US have mostly all tried a number of attempts at selling fully appointed utilitarian bikes in the mold of what's normal traditionally throughout Europe and elsewhere. It is hard to get American consumers as a whole to see the value in this approach, although many certainly do. For whatever reason, those sorts of bikes rarely become strong sellers and rarely stay in the lineup for a long time. There is a thing called a "concept bike," a model with unusual or proprietary features or design. The 2001 Giant Prodigy is one burnt into my mind from my personal early days in cycling. In the industry they have a reputation for being a barely necessary evil that's easy to lose money on, because by nature of what they're trying to do, they're usually low-margin and are liable to be low-demand, with very few historical exceptions. While those of us who know the value of fenders and (and generator lighting and internal hubs etc) know it's silly to equate fully appointed Dutch- or British-style utilitarian bikes with concept bikes, it's very common for them to more or less sell that way when manufacturers try it here. That doesn't tell you why those attitudes exist from the consumer to the dealer, but it does tell you a lot about the attitude from the dealer to the manufacturer.
I work in a very large shop in the Pacific Northwest US where probably 50% of the new bike sales are commuter/city bikes. We sell and install a lot of fenders and customers are fairly accepting of the value of them. Many spend the extra money on fenders without a second thought on their new bike, but many also don't because they can barely accept the base price, and they take it as-is. Here in a rainy climate, my impression over many years of doing this is that group by and large doesn't seriously question the value of fenders and it's all about the psychology and/or necessity of limiting the initial investment.