Neutral density filters are apparently widely used across multiple fields e.g. for shallow depth of field in bright light portraiture, long exposure landscapes, and maintaining shutter angle in video/cinematography. It seems inefficient to apply these on the outside of every lens, rather than having it built into the camera body. For the case of long exposure stills photography an internal filter would also be faster, as it could be automatically dropped after framing and focusing and before the shutter fires. Nevertheless this option seems quite rare on consumer grade cameras. Why?
There are various reasons for using ND filters and a number of them require comparatively outlandish values. Variable strength ND filters are limited in quality, particularly towards the upper end of their strength, so including them fixed in the camera body is asking for disappointment.
In consequence, only fixed strength ND filters tend to be included and primarily in cameras targeted at videographers where already a limited amount of strengths is useful for providing smoother shutter angles in bright situations and the image quality allows for also employing a reasonable ISO range in between. For example the Panasonic FZ2000 with 1" sensor has 2 ND filters with 2 and 4 stops respectively (that can be combined to give 6 stops), so in combination with ISO you have considerable means to arrive at a useful shutter speed angle. This is a fixed lens camera, and that gets us to the next point:
When a non-variable ND filter is not being used, it has to go somewhere. In a fixed lens camera, there may be room behind the lens barrel. In an interchangeable lens camera, however, the flange distance tends to be as small as technically feasible, making it hard to find space for one, let alone two filters to fit in. In an interchangeable lens, there is only lens barrel and the ND filter has nowhere really to go since much of the lens' diameter is occupied with light and/or moving elements.
Some large tele lenses have a drop-in slot for filters that would be prohibitively large for mounting in front: that again allows the ND filter to go "somewhere" when not in use.
Just a guess, but I don't believe that ND filters are so widely used as you assume. A very large share of the users of a specific camera will never need an ND filter and therefore not be interested in paying whatever extra it will cost to include the filter in the camera.
To make sense, an embedded ND filter would also have to be variable, otherwise it would not be able to substitute all potentially required densities. ND filters come in many densities and fixed-density filters are much easier to make than variable-density filters. Variable-density filters are usually made by combining several polarizing filters, are tricky (read expensive) to build and may have optical drawbacks compared to fixed-density filters.
The camera lens is a converging lens. Light rays from the vista being imaged traverse the lens. Their path is altered by the density of lens material and by the shape of the lens. This action is called refraction (to bend back). To mitigate lens defects (aberrations), the modern camera lens is constructed using several lens elements, some convex, some concave, some dense, some less dense. All this plus the shape of the airspaces between these elements, contribute to the final length of the image cone.
Imposing an optical flat filter, like an ND, also alters the length of the image cone (back focus distance). Additionally a filter adds two surfaces that are air-to-glass junctions. Reflections and inevitable light loss occur at these junctions. Lens designers are reluctant to include another element into the mix. Amateur cine cameras sported a salmon colored removable optical flat that matched tungsten balanced movie film to daylight conditions. I have seen ND filters include in specialty cameras targeted for scientific work.