Because a game of Heroes isn't like Dota; it takes a lot of time. And just sitting around at the computer while your opponent takes their turn is a very boring and unproductive way to spend time.
And you can't just pause and wait because the opponent's timer is running.
The idea of having to reload every time you need to step away seems absurd to me.
If you want convenience, you should ask the developers to implement a PAUSE feature at any point in the game, which can be started and stopped by either player.