First of all, since SO is for everything about programming, it is near impossible to provide compilers and sandboxes to all languages, libraries and environments. The quoted sites work with predefined set of languages/compilers, but a lot of the code pasted in SO can be for any platform (it can be a code for microcontroller as well!). I will find it kind of frustraiting if some code snippets can't be run at SO, while others can.
Moreover, what about code that does not compile (it has syntax errors), or etc. At SO people talk about code, and do not need to execute it actually. And it would require a lot of server power - those sites do not have the millions of users as SO.
Code executing (hence link to jsfriddle and ideone) is optional, just to help whoever is interested to test the code quickly (often used in the question to demonstrate the problem, or in performance tests). And there's nothing wrong with using external tool for this. I think it's not so common however, and I don't think it's so usefull from a point of view of a Q&A site.