Because Sony et al want you to buy a TV *and* a Monitor. they don't want to cuyt their profits in half by offering one lump of hardware that does both jobs.
Of course, CrapTech, Superdupermegatech and kitchensinktech couldn't give a hoot about Sony's long-term business plans, and would have no qualms about creating such a thing... Just look at the $35 chinese DVD players that have pretty much every feature under the sun and then some, vs. a 'quality' player that's $300 and has less than half the functionality.
One of the likely reasons that you won't find such a thing is that SCART is a European standard -- in North america and such you won't see it. CRT's are pretty much on the way out altogether, and on LCD's you often DO see multiple inputs such as VGA/DB15, DVI-D, DVI-A, S-Video, RCA... All of which are 'global' standards, and not regional ones like SCART.