

SFP? You mean the every device has slots to plug in different transceiver modules? I guess that would make it more future proof, but I think that will raise the cost, and might confuse ordinary people.
You have to think about the slot-transceiver compatibility and transceiver-medium compatibility then. Hmm… but I guess that would make it more transparent what is going on than having those chips embedded inside the cables, but not sure if we can leave them out, and require the end users to take care of thinking of all these compatibilities themselves or risk fire hazards.
I think you are mixing up SFP and optical fiber. SFP modules with copper wires exist, and are common. (e.g. SFP 1000base-T modules)
You can also use optical fiber without SFP, like the toslink connection.
Optical fiber also has issues with requiring a larger minimal bend radius, because they easily break. So you have to handle them more carefully.