Many commercial CNC machines have linear position sensors but the ones I've run into work on an optical principle. (usually in conjunction with rotary encoders directly on the motor shafts)
Besides the cost of adding feedback, in the historic 8-bit era of 3d printer controllers there probably wasn't enough processing power to incorporate and act on the feedback.
Now that 3d printers use speedy and 32-bit microcontrollers (or even, I hear, embed a full linux computer) maybe times can change.