The reason it isn't the default way to spend coins is because you would have to wait up to 1 hour for the other participants to join and build the transaction, which introduces the chance for prices to change in the meantime. Also, the coordinator chooses the fee rate for all participants, so if the fee for the round is higher than you are willing to pay then you would have to wait for the coordinator to create a round with a lower fee. Unfortunately, most wallets simply don't care about any privacy feature that would introduce UX tradeoffs.