Probably the reason for using mechanical shutters is that their disadvantages are easiest to live with; competing technologies are not clearly superior.
There have been electronic shutters used for higher speeds on some older Nikon DSLRs, like D1 or D70. On these cameras, grid-like patterns were reported to sometimes appear on plain tonal areas with shutter speeds that used electronic shutter.
One major problem is that electronic shutter affecting whole sensor at once can only be implemented on CCD sensor, while CMOS is preferred on new DSLRs. CCD is commonplace in compacts, and they often use electronic shutters. CMOS sensors are reset and read row by row, which takes more time than it takes a modern mechanical shutter to travel, therefore rolling shutter effect would be much worse. When shooting video, this is sped up by skipping most rows, resulting a lower resolution.
Another problem is that shutter circuitry takes room on sensor which could instead be used for light sensitive components.
I suspect you only had the commonly used focal plane shutter in mind; leaf shutter is another mechanical design for a shutter. Its main benefits are quietness and ability to sync flash at any speed, because the shutter always fully opens. But leaf shutter either needs to be located just where aperture diaphragm is (i.e. in every lens), or needs specially designed lenses that have a nodal point at certain distance between lens and image plane. The first option is expensive, used in many medium format systems; the other is restrictive for lens design, but has been used in some old SLR models (e.g. Topcon Auto 100).
On your Canon SX30IS, the shutter (which can go at 1/3200s) is most likely not the limiting factor for burst speed. The speed is more likely inhibited by data bandwidth - even when you shoot low-res, camera still reads all the 14MP from sensor to give maximum image quality. In video, image quality is less important than frame rate, so the camera reads only selected rows and columns off the sensor.
According to specifications, turning off LCD should help you reach 1.3 fps. Or if you'd like to trade image quality for burst speed, just shoot video and extract frames later.