Because within a month, the browser's built-in version of jQuery would be out-of-date, negating the whole reason for using a third party library in the first place. Within 6 months, developers would be wanting to use features in the latest release of jQuery that weren't in what was built-in to the browser, but they wouldn't without including the whole new version of jQuery - negating the whole reason of bundling it in in the first place.
Browsers should follow and implement standards and developers will benefit years later when the older browsers stop being used or by writing browser-specific code to take advantage of the newest features. The path for browsers to get more jQuery-like functionality is via that standards process.
The whole point of the cross browser framework is that you can specify one specific version of the framework and know that you get the exact same behavior everywhere right now because that version of the framework takes care of it for you. That would never be the case with built-in frameworks (because the web developer is stuck with a different version of jQuery built into each targetted browser) so developers would just go about including the latest version of the framework and now you'd not be leveraging what was built-in.