Cost, other countries. Adding extra hops to get the info makes them less-likely to go to the trouble, especially if it's mass data collection rather than targeted. No sense in making it easy for them with no benefit to you.
It's not an extra step, it's a different step.
If every service required your cell phone number then investigating someone would just be a matter of getting your cell phone number and then going to the cell company with their already installed information gathering. If no service has your cell phone number then they have to infiltrate every single service to be able to get your info that's more work therefore more cost. The key here is allowing automation so they can scan everyone and look for patterns. The more disjoint the identification systems are, the more manual work is required to investigate everyone.
There are less messaging services than there are cell providers. There's no way to paint that as more difficult.
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