Competing priorities. RF instruments are made for RF applications which typically only care about DC-kHz for the purpose of providing power or flipping switches. Sometimes they need to tolerate DC, hence the blocking cap, but they generally don't need to analyze DC so they aren't good at analyzing DC.
Lower frequency applications exist, of course, so the idea is that you should use different equipment for this. Many techniques are practical at kHz that aren't practical at GHz so a good audio frequency analyzer will look very different from a good RF analyzer. Sound cards, high bit-depth oscilloscopes, dynamic signal analyzers, etc should cost less and perform better than trying to use an RF analyzer for something it isn't good at. If you really need both in one instrument, sure, you could upconvert, and you could also use a bias tee -- but make sure that you gain something in the combination, because otherwise these should really be two different instruments.