It would be more convenient than having the costumers manually filtering them, and it's useful too. Similar question websites supports such features after all.
Half of the point of Hot Questions is to serve up content from sites that you don't know exist. It's a way of discovering new sites as well as new questions.
By having a set of chosen communities you'd lose the ability to find new sites.
Not to mention how infrequently people would maintain their own list of chosen communities (i.e. maybe once to set them up, and then never again) so when new sites come along you'd never see questions from them, even if they were topics you were interested in.