I noticed that WAR files are supposed to have classes/ and lib/ directories for containing their classfile root and dependencies, respectively.
They are containers with different purposes.
Jar is intended for Java class files and resources and can be a library or a directly runnable application.
War is a container to package complete Web applications including all dependencies (such as Jar files and other web resources).
The question boils down to, why can't a jar include other jars. This I would take as a design decision taken to allow maximum flexibility in interchanging dependencies.