Most digital cameras support only 3-frame AEB, why is this? I think AEB is a very important feature these days since there are many HDR hobby-photographers out there. So, I wonder if they really all buy this expensive camera. Is it a technical limitation? I think it's just a software feature, isn't it?
It is just a software limitation, they could certainly include additional bracketing, but they don't. See Magic Lantern as an option to get beyond this on some Canon DSLR cameras.
See this link for Magic Lantern info: http://wiki.magiclantern.fm/userguide#exposure-bracketing
Note, the Canon 5D MkIII has:
The EOS 5D Mark III's standard Auto Exposure Bracketing function has been upgraded to allow for up to seven exposures per sequence, and exposure compensation can now be set for up to +/- 5EV
As outlined by Canon here: http://www.usa.canon.com/cusa/about_canon/newsroom?pageKeyCode=pressreldetail&docId=0901e024804686e2
I could be wrong, as I don't own this camera, but Canon seems to have different specs then you noted. I did find the following specs to seemingly conflict with the Canon link though: http://www.dpreview.com/reviews/canon-eos-5d-mark-iii/2
It is simply a software limitation imposed by the manufacturer to drive buyers with more specialized needs to more pricey options. The same is true of other types of bracketing, exposure compensation and other features which require no hardware component.
In this particular case you are in luck because a good number of intervalometers can make your camera bracket as well as taking a series of images at predefined intervals. You may also have noticed that WiFi is making its way into cameras lately and this will allow plenty of these features to be replaced by software on another device such as a SmartPhone.
Yes, the EOS 6D DOES support more than three bracketed shots. According to the Canon specs on their own website, a custom function can be set for 2,3,5 or 7 exposures, just like the EOS 1D Mark III and some other EOS models.
This is copied from Canon USA web site - http://www.usa.canon.com/cusa/professional/products/professional_cameras/digital_slr_cameras/eos_6d?selectedName=Specifications
(1) Manual : ±5 stops in 1/3- or 1/2-stop increments
(2) AEB : ±3 stops in 1/3- or 1/2-stop increments
Manual exposure compensation and AEB can be combined.
The AEB shooting sequence will be standard exposure, underexposure and overexposure. With the self- timer, three continuous shots will be taken regardless of the current drive mode.
The number of bracketed shots: 2, 3, 5, or 7 settable with a Custom Function.
This is more of a practical consideration then anything else. While certainly not a hardware restriction, it is rare for a typical consumer to require more than three frames of AEB or a difference of more than +/- 3 EV between bracketed images. In fact, Nikon
D3x00 cameras since the D3100 don't even support automatic exposure bracketing. Less experienced DSLR users are likely to get confused by a feature that can cause unexpected exposure behavior if used incorrectly. See Why are my Nikon D5100 M Mode (Manual) settings reset for every shot whilst the camera pointing to the same object? for an example of how AEB can end up frustrating users who don't understand this feature.
Exposure bracketing has historically been used to provide a safety net for difficult lighting conditions, especially with film, but this feature is rarely used with digital cameras and is often unnecessary unless you're doing HDR. The camera I use, the Pentax K-5, allows up to five frames of exposure bracketing with each exposure separated by up to 2 EV, but I have never had to bracket more than three frames at +/-1 EV.