I was wondering if there was any reason other than "that's the way it is"?

I can give you a few, hopefully informed guesses.

In your example, a backreference in a character class would seem to make sense, because you just matched one character. But what about longer strings? If your first group matched the string "a-z", would a character class with a backreference [\1] then have to match all lower case letters? Normal backreferences don't match as a regex, instead, they're substrings, and try to literally match what they're overlayed against.

What if your pattern matched just a single backslash, surely you'd end up with an invalid regex? Or would you instead prefer, that this would match "a", "-" and "z" only?

In any case, clearly, you'd need to have instant regex compilation, per attempt of a match. That isn't very fast. But it gets worse.

A character class can typically be implemented using a bitmap (or bit array), with single byte characters, that's 256 bits. To compile a character class, you just mark all the characters that are acceptable. To match using such a character class, just check to see if this character's bit is set in its bit array.

This also would seem to indicate that compiling a character class likely won't be the fastest part in a regex compiler. It's pretty obvious that a test using such a character class would be a lot faster, than the compilation. Just a tip to compare apples and oranges.