For the exact same reason why there is no app to transfer all of your programs from your old computer to the new one.
Because no one company has the info to transfer every setting for every piece of software.
Because no company knows where every single file you want is at.
Because if you could just transfer account credentials to another phone then that is a huge security concern.
For photos/music/media just transfer it via wifi, sd card or itunes.
For apps you will have to do them individually.