I suspect that's because many games are targeted at consoles first, where the infrastructure prevents client modification or unauthenticated network connections

I suspect that's because many games are targeted at consoles first, where the infrastructure prevents client modification or unauthenticated network connections, and see the PC platform as a second class citizen. They won't write tons of extra code to stop cheating when cheaters can't even log in to the game servers that matter for most of their players.