Sometimes they are restricted due to historical/unsupported reasons (I'm developing on Windows using Zend Studio on a Samba share on a Linux box: and something in that mix means I keep reverting to Cp1512 instead of UTF8).
Sometimes you don't need to use UTF-8 (for example when storing a md5 hash in a database: you only need the hexadecimal range 0-9 A-F: why make it a UTF-8 field, which will take at least a byte extra storage instead of normal ASCII).
Sometimes it's just laziness learning the UTF-8 functions for a particular language.