The thing is that it's still just a library, it just happened to be pre-installed. CGImage is just a helper in the Core Graphics library, not some magical "native"/"core" functionality in the OS that would be different than any other library with the same features.
An equivalent library for Linux (glycin for example), or per-format libraries like jxl-rs, are not "included in the OS", and tend to be the very same libraries one would use for Windows. If that does the trick on most platforms, then why have the maintenance burden of doing something different on macOS if all it does is save a few bytes on disk?
From Google's perspective, they would likely not want Chrome for macOS to gain support for jxl as the sole platform anyway, even if they are using CGImage and could decode it that way...
Browsers have also largely switched to handling most aspects of TLS and certificates themselves, despite there being OS libraries for those as well; the same applies to HTTP.