This is the company's choice - Stack Exchange can't (and shouldn't) dictate to a company how to recruit workers.
As you state in the title of the post:
I don't apply for jobs on an external application site
It is your preference not to use external HR sites.
To reiterate aakashm's comment:
Your request would require companies to "ditch" their current recruitment process and mold themselves around the careers system - I'm not sure how many companies would be keen on this.
A much better approach to your request would be to be able to filter results for you according to your preferences - one of them might be to hide companies that want to redirect you to an external site for submitting your application.