Probably to avoid the early game powerspike of having Sturms, volks and a Fussie squad out by the same time as a soviet player has 1 combat engineer and 1 Conscript out. To avoid the power spike, the unit would need to have a very long cool down, but if the cooldown is very long, then you cannot use fussies as a replacement for your volks. Solution: make them buildable in the HQ so you cannot get them and Volks at the same time.
Make sense to me. I also prefer Panzerfus to be built from HQ instead of call in, it helps with the build order a lot more.