It is certainly possible through focus stacking. If that feature actually isn't available, it's entirely opinion as to why it hasn't been added unless they have some disclosure of that, but the same focus stacking technique that works for traditional images would work for a light-field shot.
As for why this is necessary with a light-field camera, think about determining what part of the image is in focus. The camera may capture multiple focus depths, but in order to piece together an image that is more in focus than the optical system alone would have produced, parts of the image have to be taken from different focal planes and this means that each focal plain has to be examined to find the sharpest parts of the image and blend them with the sharpest parts of other focal planes. This is the same in either light-field cameras or still cameras, the only difference is the simplicity in capturing the various focal planes.
If I had to guess, I'd say it is because the entire point of a light field camera is that it gives depth of field blur but still allows shifting. If someone want's an image entirely in focus, there's not much reason to use a light-field camera since you don't gain anything by its use, but you give up a whole lot of resolution.
That said, I can also see the argument that you might want to simultaneously have an image that could have different things in focus and a copy of the image with everything in focus, so I don't necessarily think that is good reasoning.
Update: It appears that the software is actually capable of doing this already. On this review of the new Lytro, if you do the perspective shift, everything comes in to focus.