Because of space and weight and cost. You would need a heavy expensive battery AND a heavy engine AND a transmission AND a tank of gasoline. It’s just not practical for the vast majority of transport applications.
If anything, they would put a regular size battery (like a BEV), a tiny engine used solely as a generator to charge the battery, and no transmission, and a medium sized fuel tank. But even this isn’t particularly practical. There is a RAM truck model that does this I think (or will be a RAM model that does it).
Edit: It’s called the RAMCharger.