Costs. Another output and another tx. Ouch.
Discussion
But yes, they're now *possible*. But they're really a workaround for not being able to express what you actually want.
But sponsors is a general solution to the problem: at allows a marketplace for fee boosting which may be competitive with miners (though it will always take 1 tx more). This works for any covenant scheme, which all seem to have the same "constant, but for fees" problem.
