Because that would defeat their general system of being "easy to use" by not giving you any choices or options. Apple also is a big fan of this strategy.

I mean, why else can I not change the order of devices powered on or add additional button presses to activities unless I create a custom activity? Or how when you do go and create that custom activity you can't choose the displayed icon for it. Why is the only way to adjust touchscreen buttons through the laborious "up/down" buttons rather than letting us insert into the middle of a page or move buttons to a specific position?

The Harmony software has always been one of the weakest parts of the product with a lot of missing customization and failure to provide reasonable options to users. This feels exactly the same as before: you can only use custom icons in the place where they have decided you would be allowed to (and in this age of Tivo who actually selects a channel?).