Some of them do. My Cat s61 has an ambient temperature sensor with VOC sensor and humidity. It also has a thermal camera, and laser distance measuring tool. The ambient temp is usually a few degrees high when I'm holding the phone, but it's decently accurate when it's sitting on a table for a few minutes. My thermostat shows 72°f in my house right now, but the phone says 74°.

However, all these took up space that could have been used for other things, like a larger battery, better antenna, or a thinner profile. Basically, it boils down to "who needs this" and it's easier just to get local temperature information from the internet, or a separate tool if it's really important. As a result of this and the rubberized/reinforced body, my phone is large and bulky. That being said, for my specific use case I'm willing to make these tradeoffs.