There's a multitude of problems with SD card support, purely from a hardware design standpoint:
- water tightness. Yes, seals are a thing, a few Samsung models (Tab Active 3) support that... but guess where I had damage from water ingress on mine? Yup, through the SD card slot. Rubber seals eventually dry out.
- power. SD cards tend to require large amounts of power during writes and behave unpredictably when the power is jittery for whatever reason.
- thermals. Getting the heat away from an SD card, particularly a high-speed one, during writes is tough.
- quality. Even if you buy a brand name SD card, chances are too high you end up with counterfeits. Phone companies do not want the support effort associated with that any more. And with cheap SD cards, you have to account for delivering actually clean and stable power because they don't have enough onboard capacitors.
- BOM complexity and cost. SD card slots take up board space and parts - the card enclosure, capacitors, voltage regulators, fuses (you don't want a broken/dirty SD card to fry the main power rail), high-speed data lanes, at least one GPIO for card presence detection... best to avoid that.