I have to say, many bikes have built in bottle cage mounts, and built-in pump pegs.

Some bike racks have provisions for carrying locks, but it would be easy enough to add a secure place to carry a U-Lock, say on the rear triangle of the bike.

This might make sense for a bike being designed and marketed purely as a commuter bike. Perhaps with a built-in rack.

Then again, would the panniers go over the top of the lock, so they would have to be removed to get to the lock? What about different lock sizes and models?

However, in the USA, bicycle needs are extremely diverse. Some people commute on road bikes, others commute on single speeds, some on mountain bikes, some on carbon, some on steel, some on aluminum.

I frequently carry my lock in my backpack,, but you can bet, if I don't plan to stop, the lock stays home.

A couple of my bikes have no eyelets (too much extra weight), so should one expect them to have a lock carrier?

Anyway, all this is possible, and some are working on it, but it really only applies to dedicated commuter bikes which is only a small portion of the market.