I can't answer your question, though I suspect it's just because not that many people feel that it's important, and a large portion of "advanced" users (at least those not on Windows) either build Vim from source or obtain a binary version via their operating system's package manager, which usually means it's signed by the OS maintainers.
But I'm curious, why would it cost money to do this? GnuPG is free, so whatever the reason, I doubt that it's a monetary issue.
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