Why don't all phono preamps include a rumble filter?

 There are many purist  types who would reject the notion of using a rumble filter for just the reason that you suggest in passing. Which is to say the filter can degrade sound quality. After all, the simplest filter you can construct would be a passive one that would use a capacitor there is no such thing as a totally transparent capacitor. But also you would need some active components, so that you do not lose gain as the signal passes through the filter.  All of that said, I think KAB make a rumble filter that can be used outboard of any preamp. Check their website. What I myself would do is to find out why my system needs a rumble filter in the first place. Once I have figured that out, I would correct the problem, rather than adding a filter. 

Thank s for these quick responses to my question.
 
First:  @clearthink 
my analog system is a VPI Classic 3 TT, using either a Lyra Kleos Cartridge 0.5 mV, or a Spectral Reference Cartridge 0.2 mV. Using High Fidelity Reveal interconnects, into a Acoustech (Sutherland) phono preamp.  The TT is wall mounted, on the wall behind the speakers (Legacy Focus SE's), augmentedwith a pair of REL Storm III subs).

Second:  @lewm 
i am using a KAB rumble filter (with great success).  It is wired in to my Tape loop of my preamp (Audible Illusions L3).  I notice absolutely no degradation of sound when it is engaged, only the removal of an rumble.  My room is 14 1/2' x 19'.  At low volumes, I don't need the rumble filter, but at any 'realistic' volume (90db or above), I need it. The way my room is set-up, there is no way to move the TT to a different location in the room.

Nakamichi also used to make an inline filter that I believe was down around 10 that worked very well, with that said with a table such as yours there should be no need and only take away from it all.

I had 3 different  VPI turntables, a HW19 MK4, Scout And Prime.  All 3 of them neccistated a KAB Rumble filter.  Like yourself, I couldn’t move the turntable from its position. I tried everything I could think of, 4 different types of platforms, different kind of footers, etc. Nothing changed the rumble.  Recently I switched to  Technics SL1200G turntable, using the same cartridge and lo and behold, no more rumble.  It must be something in the design of the VPI tables that helps amplify the rumble.  At any rate, I am very pleased now.  

I was Just thinking, as you and I are kind of in the same situation, one of being shoe horned into a given set up in a less than favorable room, you might want to try a Symposium ISO platform between your table and shelf in your wall rack.