part of the reason is historical cruft & history path dependency. GPUs didn't start as general computing device for parallelism but a device for the specific purpose of accelerating graphics with very specific fixed functions for that job and only that. with time that fixed pipeline became more complex and more configurable, not fixed/more flexible and hacks were in parallel used to make use of it for tasks outside graphics those hacks were later made into something more formal (CUDA/OpenCL).
CUDA being the winner (closed source, not really usable on non-nvidia GPUs) between those 2 and nvidia not wanting to open their competitive advantage to the competition for the niche of non gamings uses / scientific computing (and later AI, which became a huge win for nvidia).
vulkan came around after as this open thing (based on a previous attempt by AMD called mantle) that's trying to break down the leaky abstractions and the divide between language for graphics & video games and separate language/frameworks for gpu non-graphic computing with the promise of giving more control and more room for squeezing performance from the hardware at the cost of more complexity with the idea that you'll probably build your own abstractions on top of it for your subset of applications.
If GPU were from the get go designed as a parallelism tool first and video game tools second the hardware architecture and the language would probably be different than today and simpler (and if the competition between the duopoly didn't sabotage things)
don't forget that the drivers for GPUs would until recently get updates to patch specific video games for performance issues (not sure if they still do that ?)