Why can't I bring in Illustrator (.ai) content natively?

Since my answers here I have a lot more experience with AI files.

Captivate cannot use a native AI, nor a native PS file, because it needs compressed images. The PS roundtripping is very logical, since the main output of PS is to bitmap images, and the most feature-rich compressed format is PNG. The layer structures and comps in PS are also very logical to set up. However AI is a lot more complicated, since it can have output to bitmap and to vector compressed files. Moreover its layer structure is rather.... will be polite .... chaotiic. To set up a roundtripping like with PS source files would probably need to put a very strict requirement list to the AI creator. 

Output to SVG assets is wel done in AI, the output from PS to SVG is possible but seldom leads to the same quality. 

Collaboration with Audition is easy, with Photoshop is well done in Captivate, I suspect it is rather difficult with AI files from its present situation. Artboards do not make it easier neither.

Exporting SVG assets from Illustrator really doesn't take a lot of time at all with the Export Assets panel.

Yes, but it's an extra step that really shouldn't be necessary.

Captivate, a much smaller application (in number of user), seems to need all features of Photoshop, Illustrator, InDesign, Audition, Animate  and some features of Premiere, After Effects and Acrobat as well. I am not kidding, just bit sarcastic when seeing all the features that users seem to expect in Captivate because it is an Adobe app.

Well, no, I don't want (nor expect) to see Illustrator functionality in Captivate, because I have Illustrator. But I don't think it's to much to ask to see native file import support between two applications from the same company (Illustrator has no problem bringing in Photoshop files and vice versa despite one being a vector app and the other being a raster app). I use an illustration program on Mac (Affinity Designer) that supports opening/importing native Adobe .ai files, and it's not even an Adobe application. Captivate should at the very least be able to do the same. Then again, Captivate seems to remain perpetually on the fringe of Adobe's territory, as if they're just a side project Adobe isn't much interested in.

I'll submit a feature request.