Because HA is a single point of failure. It's big, complex, and frequently updated (there were 3 minor version updates this month already.) Any one of those updates could bring some issues that require fixes/rollback, and even when it's smooth, it takes a minute or two on my 8th-gen, i5-based, NVMe-having home server, not some underpowered Pi or SBC.

Meanwhile, a standalone MQTT broker like Mosquitto is rock solid, had 2 minor updates this year, and could run on the most minimal of hardware/LXC.