Because you cannot Mega Evolve on send-out ingame. Perfectly logical.
EDIT: Also what if you had to replace your fainted mon with a Pokémon, Mega Evolve on send-out, then your opponent initiates a Switch Phase? Then you counter-switch? What happens to the Mega Evolution? Does it occur or not? Probably not but to Mega Evolve only to Mega Devolve because you counter-switched is illogical.
DOUBLE EDIT: You also state that Mega Evolving on send out is of no benefit to the player other than being able to know that you are mega evolving. So tell me... If you are playing to win, then who in their right mind would even mega evolve on send-out? Is surprise not the whole point of Mega Evolution? If you are ordering first & "Mega Evolve" on send out, what happens if you have to substitute for something & do not push back? Then it gets triggered? Do you Mega Evolve or not?
The bottom line is that Mega Evolutions are tied to an action for a reason. That reason being that you can choose to Mega Evolve whenever you want within the actions you are given, & for the sake of Substitutions (Breaking news: You can substitute for a Mega Evolution/Substitute to Mega Evolve), & there are a variety of other complexities with Substitutions associated with the proposed change that I have difficulty putting into words. As an example:
Example 1 said:
Sending out Garchomp @ Garchompite.
Garchomp: [Mega Evolve] Earthquake > Earth Power > Earthquake
IF Protect is used successfully, THEN use Sandstorm on the first instance, Chill on the second instance.
IF Bide is issued, THEN use Substitute (15 HP) on the first Bide action.
Example 2 said:
Sending out Garchomp @ Garchompite & Mega Evolving.
Garchomp: Earthquake > Earth Power > Earthquake
IF Protect is used successfully, THEN use Sandstorm on the first instance, Chill on the second instance.
IF Bide is issued, THEN use Substitute (15 HP) on the first Bide action.
From these two examples, you can easily tell that if the opponent triggers either of your Substitutions A1, then you do not get to mega evolve, because the scheduled Mega Evolution action is overridden. If the triggered substitution pushed back, then you can tell that the Mega Evolution is pushed back to A2.
In the second example, if the opponent triggers either of your Substitutions A1, then what exactly happens? Do we pretend that we Mega Evolve A1 irrespective of substitutions? Do we make the scheduled Mega Evolution (Defaulted to A1) never happen because it was overridden? Yeah I do not want to try & interpret that ever.
tl;dr, No to this proposal. The current system is much more friendly & easier to interpret. If you add Mega Evolving on send-out, then we will have extra cans of worms related to Mega Evolving on send-out only for the opponent to initiate a Switch Phase with you counter-switching, & we will have to make extra rulings dealing with Substitutions based on Mega Evolving on send-out. Mega Evolving before A1 should not be happening because it is action-based.