Why ‚ Uncompressed RAW format only‘ is supported and not compressed for Fuji raw files?

If you want to request that compressed format be supported, send Apple feedback here:

Product Feedback - Apple

As a rule of thumb: If your question begins with 'Why' then it's one only Apple can answer. So you'd need to contact them directly to ask that. Any other answer you get here - like the compression algorithm is copywrited or Apple won't try reverse engineer it - are all guesswork and no more.