Why do most phono preamps lack XLR input even thought cartridges are naturally balanced?

First, it's a longstanding tradition to offer only RCA inputs.  Second, it is not enough to offer XLR inputs alone, in order to take advantage of the balanced nature of phono cartridges; one would have to introduce a true balanced phono circuit internally.  That requires nearly double the parts count, which increases the cost of building the device, which reduces profits.  Some inherently SE circuits do use a transformer interface between an XLR input and an SE pathway, which does glean some of the benefits of balanced operation.  So, there are some phono stages that do offer XLR inputs and do offer balanced circuitry.  There is no "con" view of balanced designs, unless cost is an object.  I have read the rationale in favor of RCA inputs and SE circuitry, and it usually involves a story about colorations due to added parts count. 

I can see one possible problem with true balanced operation.   Gains of both amplifiers have to be exactly the same, otherwise common mode noise will get converted to normal mode signal.  It requires some form of cross-feedback to keep gains exactly the same.  Phono preamp in addition has RIAA equalization that changes frequency response within audio band by 40dB  (100 times).  I suspect, that it would be very difficult to match it in both "legs" of true balanced phono stage.

What lewm said, regardless of source type.