safety maybe? Hassle? The 40 case is prone to buldging in most of the guns that fire it, Glocks are particularly bad about it. I'm not sure about the 10mm. I'm sure they've probably thought about it, but with the inexpense of their basic presses and dies, the Lee Loader might not be worth the extra effort on the hammer. Demand is also a driving force in the market. Maybe they just don't feel like re-tooling. Heck, call them up and ask them why. Maybe they'll tell you.
If you're hung up on storage space or portability, the Lee Hand Press and set of dies would only be slightly more expensive, and would do the 40/10mm.