Because ECC and OC are targeted at different audiences. If you want both... you don't understand one or the other.
ECC is to guarantee system stability. Solving rare event that become regular once you have hundreds of boxes running.
OC INCREASES system instability. You put more power into a chip, increasing the probability of incorrect or malformed answers.
Now both these scenarios are rare, especially for single box home enthusiasts. Generally if you have a stable OC you won't hit garbled instruction results. Likewise you may almost never have an error that ECC would present.
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Having OC and ECC basically says, "I want to solve one extremely rare error while opening myself up to another!" This is an idiotically unsound decision.
ECC can help you ensure that your OC is still stable. And these chips are optimized for power use in servers. There is often a lot of room for stable overclocking.
You're also not guaranteed perfect operation inside the CPU without an overclock, so if it's idiotic to combine OC and ECC, it's idiotic to use ECC at all.
You can (and should!) decrease error ratios while OCing by providing proper cooling.
Having ECC memory in an OC setup will increase its stability further - and there are perfectly valid reasons for overclocking, for example if you want more computing power than even a 22-core Xeon does not provide.
Tangent: a lot of people wonder who would pay $1700 for a 6950X. The answer I always give is "people want to do intensive work and gaming on the same system". Otherwise the 4/6C chips are better choices for the money.
The great weakness of that system is - as you note - the lack of ECC.
I strongly, strongly recommend building two different systems for this situation. Depending on your needs it can almost be more economical to do it this way. i3s (and now Pentiums) support ECC and make good ZFS servers. The 4C Xeons aren't too bad either. You can also do some cheap E5 Xeon builds using engineering samples. Many-core Xeons are more than sufficient for the kind of stuff you need ECC for, even at relatively low clock rates. A 10C at 2.4 GHz is roughly comparable to 6C at 4.13 GHz (I use mine in Handbrake). And uses 2/3 of the power to boot.
And then you can focus on gaming performance in your gaming system. Like 3x as much for a given level of performance.
It's a lot like laptops. You're going to spend a lot more if you insist on only owning one system that can do everything.
The segmentation here does suck, I would rather see it supported even on consumer hardware, but practically speaking I don't think Intel is going to change this any time soon. Even if AMD does.
(and note: unless the manufacturer is willing to stand behind ECC, Ryzens's "unofficial" ECC support holds about as much weight as using Intel's engineering samples)
You want ECC you have to get Xeons.
You want OC you have to get regular mainstream K chips or enthusiast -E chips without ECC support.
I think the last chipset which let you OC Xeons and still use ECC was X58 on 1366 socket.
Disclaimer: I am not counting tiny BCLK OC available on Xeons.