I reckon Shimano doesn’t think it is worth it. SRAM can use its groupsets on all bikes whereas Shimano has bifurcated its product line.
IMHO it’d be nicer marketing-wise if they simply erased the distinction and simply made e. g. a GRX version of, say, their Ultegra Di2 rear derailleur that only differs from the regular one by having a clutch. Ditto for shift/brake levers. I have heard from quite a few roadies that they prefer the shape and additional leverage of GRX rear derailleurs. By having them completely interoperable, someone with an aero road bike and 0 gravel ambitions could opt for Ultegra GRX shift/brake levers simply because they prefer it, while having matching optics.