Because it's a different threat model: Separating caches per-origin prevents a site A from seeing what resources you requested on site B.
But something like Decentraleyes prevents site A from seeing what resources you requested on site A.
(Or rather, whichever CDN provider site A is using.)
You could have both at the same time, but they are orthogonal. As for why it's not in browsers, assuming good intent, I'd think it's because it requires you to bundle a whole lot of libraries with the browser for it to be useful as a local CDN. If browser vendors decided which JS frameworks are bundled with the download and which ones are not, I'm not sure if that would help decentralisation!
