This is a complex subject, but a simple answer is 'lack of demand'. Clock radios are built as cheaply as possible, to primarily serve as an alarm clock and not as a radio. Radio circuits have been developed for many years, and some of the ham and professional radio receivers have almost unbelievable performance. But, of course, they are in the $1k-$3k price range. Without getting too technical, the cheap radio receivers lack enough circuits to improve the weak radio signal, while rejecting signals close to the same frequency. Most importantly, they lack good antennae!
Hams start with a good antenna, and then add a good receiver. Neither are usually included in a typical clock-radio. Even simple things like enclosing the circuits in a shielded box to prevent interference are neglected.
That said, I don't why reviews don't include performance. However, given the variables that are not controlled by the manufacturer such as speaker size and placement, antenna size and placement, and such, I doubt that any review would be applicable to all placements of the said clock-radio.
Receiver performance is given in terms not readily understood by the average person. How would a reviewer note those figures?
I guess it is just too difficult for most reviewers, except specialized fields such as high-end home receivers, ham and commercial receivers, and a small segment of folks who like to build high-end equipment.