It may just be my perception, but the "write-protect" mechanisms was more intended as a way to protect valuable (paid) content to be inadvertently erased/overwritten by other data rather than as a nice functionality for end user.
For example, think about your old cassette tapes. You just bought the last album of your preferred artist, they didn't want to sell it on a physical support which could be blown away so easily, so they didn't make it impossible to erase, they just "dumb-proofed" it a bit. It was only to avoid accidental erasure.
Similarly, a lot of valuable content was delivered on floppy disks. I remember the 12 floppy disks necessary to run my first version of Access DB, which I paid good money for. I was quite savvy in computers already, but if not it would be very easy for someone to accidentally erase or corrupt the content of one floppy disk. So once again, a bit of "dumb-proofing" was incorporated into the design (sorry if you find the term "dumb-proofing" offensive, just think of it as "accidental mistake proofing" if it sounds better).
Then the times changed. The new support to deliver valuable digital content was an optical disk, which was not overwritable, so it didn't need that extra layer of accidental erasure protection.
Nowadays, you rarely get CDs anymore (you have to request and pay for it), everything comes to you downloaded from another server. If you corrupt your downloaded files you can just download them again (provided you have the proper license or proof of purchase).
So the physical media we use nowadays to store digital data are mostly used as storage for end users data, they are not used to deliver valuable paid for content. The necessity for protection decreased and as other answers mentioned, the cost to implement something robust enough was not worth mass market adoption, so only a few companies actually implement these features, and obviously have to charge a premium for it.
Note: You could argue that the feature would still be interesting for the mass market as a way to write something "permanently" (write it once and never change it again). A sort of backup. Well, you could use burn-once CD or DVD, or indeed USB sticks which this feature, but the industry consensus on backups nowadays relies more on redundancy than on safeguarding a single physical support. After all, even CDs and USB sticks have a limited useful lifetime before data can get corrupted (without any human interaction). So once again, no need to implement a costly feature for a flawed solution.
The main domain where this feature is really needed is when computer security is involved. That is not a mass market but rather an industry niche. For these applications the feature exists, but it has a certain cost.