Ask Ubuntu, for example has
ubuntu.stackexchange.com redirect. Why does Stack Overflow have no such redirects?
Why does Stack Overflow have no such redirects?
Because it predates Stack Exchange.
By the time the idea of Stack Exchange came up, Stack Overflow was well established - in fact, the original idea was to have a bunch of sites each with their own name, which is why some of the earliest sites in the network have their own names (Stack Overflow, Server Fault, Super User). However that became untenable.
You can ask why we didn't go back then, and change the names of the sites to be
<sitename>.stackexchange.com - the reason would be that these sites already had an identity, and we didn't want to disrupt that.
Oded described the "why it doesn't exist" part, but to respond to the feature request... we're not going to add a redirect just for the sake of having it. It's a maintenance cost (albeit a minor one) that has little to no practical benefit. At this point in Stack Overflow's history, I don't see why anyone would think to go to
stackoverflow.stackexchange.com instead of