All sorts of reasons, but this isn't a left-pad situation. Axios's functionality is something provided by a library in a lot of languages (C/C++ with libcurl and friends, Python with requests, Rust with reqwest, and so on).

That's not to say it's inherently necessary for it to be a third-party package (Go, Ruby, and Java are counterexamples). But this isn't a proliferation/anemic stdlib issue.