The primary answer is simple: the companies who make these products have different divisions, with different management and (more often than not) different priorities. These divisions simply do not talk to each other, and when they do it is usually once a year, when the management teams get together. And even then, integration is one of those "soft" priorities that wouldn't show an immediate boost to the company's bottom line.
Additionally, many companies don't "own" a full ecosystem of products, and are therefore more interested in thier products working with the primary operating systems than with their own, other products.
About the only company that really pays attention to this is, frankly, Apple… And it was and still is a priority of management that their products Just Work. Microsoft and Sony tries, but, well… They're Microsoft and Sony. Nuff said.