Because these windshield wipers get clogged all the time and most people at best just use water and windex which doesn't bode well for precision made spray nozzles.
They also tend to leave a mess at any point where you actually need to use the liquid e.g. when you are driving through sand/dirt or mud but then again most people won't drive their CLX through a swamp or a sandstorm.
Granted, you could be diluting the Windex, but it's already mostly water, and it doesn't have any freeze-proof guarantees to begin with, which wiper fluid does. I think you folks are doing this odd thing to entertain yourselves...
US prices in Europe and in the ME wiper fluid tends to be more expensive, but in all cases it's not the actual cost but the perceived cost (gas station/service center pricing rather than bigbox stores ala walmart) and laziness.
They also tend to leave a mess at any point where you actually need to use the liquid e.g. when you are driving through sand/dirt or mud but then again most people won't drive their CLX through a swamp or a sandstorm.