The dimmer was released well before the on-off switch, which is why you see that combo instead of the on-off combo. Just a guess, but it could very well be that they just haven’t thought of doing a combo with the on-off switch.
The load on a canopy module that is wired to both the fan motor and the fan light is a mixed load. That is, it is a combination of an inductive and resistive loads. The dimmer is not rated for inductive loads, which is why you cannot pass the canopy load through the dimmer.
When you put the dimmer into the Smart Bulb Mode, the load to the canopy still passes through the dimmer circuitry which is not rated for the inductive load. That is why the wiring diagrams reflect that the hot sent from the switch to the module should be connected to the second line terminal, not the load terminal.