Not least because one of the times you see the exo-skeleton in Aliens it is loading missiles onto the drop-ship. One of the activities shown here.
I notice that the difference between the 'with' and 'without' pulldowns is that 'with' he is considerably heavier and doesnt lift off the ground. Sand and other soft terrain might prove to be a problem even if they can produce an on board power supply and address the other technical issues they still have. That said I could see it being useful in allowing machine power to be brought into exisiting situations that previously only humans could access without having to modify that environment (buildings, large vehicles and ships) too much. Exo-skeletoned Breach Creatures anyone?