Why does Homey Bridge not have HomeKit support?

Probably not, because not all Homey devices can be “translated” to HomeKit.

HomeKit only deals with devices, not with data. If you mean “Does Homey Pro make my Evohome devices available in HomeKit” then the answer is “it might”.

You can ask in the Evohome thread if people are using HomeKit with their Homey, and if their Evohome devices are made available.