Because your kettle is electrically heated but your shower mixes hot and cold mechanically.

That said, you can pay $$$ for an electrically controlled shower with a thermostat. And also worry about the electronics and motor breaking at some point.

Because you (or your landlord) bought one without it - showers with thermometers do exist.

Moreover, showers with purely mechanical thermostats exist.

Because you're American.

In other countries, showers have temperature settings on the controls.