Because you won't buy a console if you can experience the same game the same way on PC. They want only the PS5 to have DualSense, and they get no money from Steam games.
This is not 100%. They've already stated they want to support the PC more. As for the official drivers, they're just slow. It took them three years after the DualShock 4 was released before they added native support. And even then, they did so with that USB adaptor.
I truly believe that this is due to the Japanese side of Sony just not understanding just how much the DualShock and now DualSense controller is loved. You mentioned they don't make money from Steam and who cares. They make the money on hardware and that means for every controller they sell, they get paid. And even if they don't, as we've seen, the PC market has modders that have the no how to add unofficial support --> points to DS4Windows.