I think the problem is more about friction. While it might be possible to install another shell on every remote server you work on, are the features really worth the trouble?
Also, I've sometimes had to work on remote boxes on an internal-only network, with no outside internet access. In that case installing anything new is even more of a pain, so it's easier to work with the defaults as much as possible.
That said, I'm all for learning new tools. Progress couldn't be made if everybody just stuck with the old. But there's always a trade-off to be made between time investment into new tools vs. just getting your work done with the old ones.
Also, I've sometimes had to work on remote boxes on an internal-only network, with no outside internet access. In that case installing anything new is even more of a pain, so it's easier to work with the defaults as much as possible.
That said, I'm all for learning new tools. Progress couldn't be made if everybody just stuck with the old. But there's always a trade-off to be made between time investment into new tools vs. just getting your work done with the old ones.