I did think of that, but it doesn’t really have to be a lot more expensive or difficult. Looking at the cost to manufacture a speaker that sells for $3K to $5K or more per pair, two pieces of additional flat material for wings per speaker should not add a lot to the cost. And they could be very easily attached by the customer with a set of included screws using pre-drilled holes.
If that addition made a big difference in sound quality I would think that a manufacturer would want to offer it in order to gain an important advantage over competitors. Even if it created a slightly more expensive product than the wingless model. People are willing to pay for better sound quality if they can count on it really being there.