To sum it up, it's because Aux tracks are still tracks, so the audio feeding them is "live" similar to using an amp sim on a normal audio track.   The downside to always having Input Echo on is that if the Aux track also contains bounced audio then both that and the live input will both be audible; e.g., it'll be noticeably louder.   So it's a selective thing, though Noel hinted at making it more efficient/flexible in future versions.