Does anyone know why those games don't have such a skip option?

The ingame cutscenes (not the FMVs) are rendered in real time with character models following a movement and animation script in combination of timings for when certain audio has to play during each scene. Capcom might have not thought about making them skippable to avoid the scripts to break the game. Or they just haven't found out at that time how to make them skippable. But that's just speculation.

Only RE DS (Nintendo DS) has skippable cutscenes.