The best answer I can imagine is that it is merely a matter of time. As HaT moves closer to completing other ranges they will begin to look into those that are incomplete.
One could just as easily ask "Why no Afghans?" or "Why no Turko-Egyptian army?"
I would be happy to add Baggara cavalry to my Mahdist hordes. (Although, at this stage my "horde" isn't much larger than a gang.)