Because it's impossible to "hide" recipients/devices. The get request will reveal that you're messaging someone you didn't want to and anyone adding a "stealth" device to a number auto-notifies all devices linked to that number.
I was talking about using a 3rd party key and copying during transit, not explicitly adding an additional contact to the message and sending it using standard channels. There has been papers in the past based off of Apple's own documentation that showed it was possible.
But based on some googling Apple hasn't provided this capability, at least to the FBI (they claimed it would require modifying the iMessage key server, so we have to trust them on that they haven't done that yet), mostly because they don't need to - the iCloud backups are usually enough for pen-register intercepts. A leaked FBI's document backs this claim up: