Well, some do it because their tools are archaic or flawed. Some do it because they don't see a need to support anything other than ASCII. Some do it because they don't know any better.
Those are the usual excuses for not using Unicode.
As for not using UTF-8 specifically there are different reasons. Some systems, like Windows1 (and stemming from that, .NET) and Java came to be in a time where Unicode was a strict 16-bit code. Therefore, there was really only one encoding: UCS-2, encoding code points directly as 16-bit words.
Later Unicode was expanded to 21 bits because 65536 code points weren't enough anymore. This caused encodings such as UTF-32 and UTF-16 to appear. For systems previously working with UCS-2 the transition to UTF-16 was the easiest and most sensible choice. Windows did that transition back in Ye Olde Days of Windows 2000.
So while I think that nearly all application nowadays should support Unicode I don't think it is entirely necessary for them to specifically use UTF-8. There are historic reasons for that and no real benefit in converting existing systems from UTF-16 to UTF-8.
1 NT.