Because head rests are not meant to be pillows. They're meant to cushion your head in a wreck and prevent injury from whiplash. I don't know the specifics but that's the gist. They're for safety, not comfort.
Though the one in the image looks particularly wrong lol.
It's not meant to be a pillow but it also shouldn't force your head forward at an unnatural angle just because you have decent posture. Car headrests are designed for hunchbacks.