On Fluke auto-ranging DMMs, there is usually a 10Meg resistor in series with the input, and one of several other grounded precision resistors is switched in by the microprocessor to form a divider for 1:10, 1:100, etc. But for the millivolt range, the 10Meg resistor is grounded, and the ADC input is taken straight off the input jack (1:1) through the ohms sense resistor or through a separate resistor of about 1Meg. The input impedance thus remains at about 10Meg for all ranges.
Given this input divider reconfiguration, I suppose it's easier to just have another switch position.