Because DirectX apps typically do not only call into DirectX but also the win32 API, since DirectX has historically been a windows-only API. Merging this into mesa would only bloat mesa while not really offering support for many applications at all.
This is a great project in general, but it’s quite overshadowed by DXVK which does the same except it translates DX calls to vulkan ones and has excellent success rates in proton and derivatives. I guess this is mildly useful for systems that don’t support vulkan but want to run DX apps in raw wine or simply for people who wish not to use DXVK - competition is good for the ecosystem.