Because someone might exploit it. Playing devil's advocate here, I don't agree with this reason.
ideally a colony would slowly lose autonomy, say by distance to capital.
so if a capital is X distance away, all autonomy losses would be equal to Y/X, where Y is the base autonomy loss.
that way you do not need to treat CNs as special cases since their capitals will be near colonies, and african tribals will be able to also colonize more successfully. european nations dabbling in siberia or making a land connection to africa will though have autonomy losses be as low as say 10% of normal
in any case making up arbitrary 'rules' how some provinces are exempted from game mechanics just do not make sense. look over the entire colonization mechanics instead.
you could move the capital closer to colonies to help the autonomy loss, but then it would be a trade-off.
i have no idea what nations are likely to exploit colonies the most, which the current system is attempting to 'fix', if we knew we could offer better alternatives