Including another document is much closer to a markup operation than a programming operation. We already include styles, scripts, images, videos, fonts...why not document fragments?

Markdown can't do most of those, so it makes more sense why it doesn't have includes, but I'd still argue it definitely should. I generally dislike LaTeX, but about the only thing I liked about it when writing my thesis was that I could have each chapter in its own file and just include all of them in the main file.