Well, there are reasons. If your archive format handles compression, it can be designed in such a way that you can seek and extract only parts of the archive. If the archive format doesn't handle compression, you're dependent on reading through the archive sequentially from start to finish.
That's not to say tar is wrong to not have native compression, it's just one reason why it's not crazy for archive formats to natively support compression.
That's not to say tar is wrong to not have native compression, it's just one reason why it's not crazy for archive formats to natively support compression.