Probably because you aren't really allowed to do it - unless it complies with the regs around conservatories, i.e. run on a separate heating system, have doors separating them from the other areas of the house etc.
I’m pretty sure the existing structure isn’t non-complying (we checked planning and building regs when we moved in c. 2 yrs ago). It is formally an extension (orangery?) not a conservatory for the reasons you describe.
I am almost 100% sure it needs planning.
The question is whether it’s a useful halfway house and, if so, why you don’t see it done more often.
For context, initial quotes from D&B companies to do a fairly basic spec side return are north of £150k at current materials and labour prices.