There are many reasons why a particular language feature in a language might not be implemented.
In Java, data binding in Java Beans relies on the traditional arrangement of getter and setter methods, so it wouldn't work with first-class properties unless you rewrote the binder. Because you still have to support the old way, you now have two different ways of doing the same thing.
Adding language features is expensive, and the more widespread and popular the language is, the more expensive it is to add the feature. Every language feature that you add has to justify the expense; that is, it has to add more value than the time and effort required to implement it. Every language feature addition has an opportunity cost; time, money and programmer resources are not unlimited, so implementing one feature sometimes requires giving up another.
Eric Lippert describes the process better than anyone. He says that
Just being a good feature is not enough. Features have to be so
compelling that they are worth the enormous dollar costs of designing,
implementing, testing, documenting and shipping the feature. They have
to be worth the cost of complicating the language and making it more
difficult to design other features in the future.
A good example of this process is extension properties in C#. Extension properties seem like a natural addition to C#. But they weren't essential like Extension Methods were. As Eric explains:
It was of course immediately obvious that the natural companion to
extension methods is extension properties. It's less obvious, for some
reason, that extension events, extension operators, extension
constructors (also known as "the factory pattern"), and so on, are
also natural companions. But we didn't even consider designing
extension properties for C# 3; we knew that they were not necessary
and would add risk to an already-risky schedule for no compelling
gain.
So they didn't get into C# 3, which would have been the natural place to put them. Now we'll probably never get them, because they're really not compelling enough as a standalone feature to justify the expense.
Further Reading
How Many Microsoft Employees does it Take to Screw In a Light Bulb?