It’s super easy to enable them, with the line
add_filter('widget_text', 'do_shortcode'), so I’m just curious as to why WordPress doesn’t have that option enabled by default.
Is it for potential security reasons? Page rendering speed?
That has been the case for a long time, text widget existed before shortcodes were added to WordPress, and since then, no one bothered to implement it. But, version 4.9 scheduled for November/December will finally have this enabled for the text widget.
The reason is actually very simple, the text widget is not a full blown content and many shortcodes need the context of a content (or more correctly, post) to execute properly.
As @milan said, in 4.9 this is going to change from a technical point of view, but many shortcodes are unlikely to work which is not a great user experience.