It's not a matter of not wanting a feature, it's a matter of it been realistically possible to develop for an RTS, because it seems from experience that the requirements to implement it WILDLY differs when comparing MOBAS to RTS.
Let's list some games in the last 10 years:
Men of War
Planetary Annihilation
SC2
Grey Goo
Remaster versions of: AoE I/II/III, Homeworld, WC3 Reforged...
Cossack3
Halo Wars2
Blitzkrieg
Sudden Strike
Steel Division
Iron Harvest
I don't know about all of them which is why i ask if any of them have a reconnect system for when you totally drop out of the game.
The reason is the networking model used for RTS, which is generally Deterministic Lockstep. It requires that all participants have all information at all times, and reconnecting is difficult using that system. This is/was used because it is comparatively low bandwidth, particularly when large numbers of units are present.
Benefits: Fast, cheap (In terms of data)
Negatives: Reconnecting means you need to simulate the entire game up to that point, and cheating is easier/more common, as each client gets data for everything in the game.
Also: There's always some input delay, which gets worse as latency increases. This is why it can take so long for your units to actually respond to your commands.
With the advances in hardware/bandwidth; It's perfectly possible to use a client/server model, or some sort of hybrid. This would
Planetary Annihilation is an example of an RTS that uses a client/server/predictive model, and it also has a reconnection feature.
As before: A reconnect feature is possible in CoH2, but it would be less straightforward than in, say, an FPS, and it would mean you'd basically need to watch a replay of what happened up to the point you reconnect.