It's off by default because it's increased attack surface area and won't be needed in may places. Lots of other SQL Server stuff has to be enabled specifically too.
Some fairly basic stuff can be off by default: KB 914277 for "remote access"
Secondary to this, it won't be allowed in many shops, which leads me to my cheeky answer: "because developers might use it". Using CLR in a relational engine has benfits: custom datatypes, custom aggregates etc, but it will be abused because it's easier to write c# rather than T-SQL for many folk.