In the case of Java, I believe it's because the underlying JVM only supports bounds-checked array indexing. So even though the iterator APIs in Java could in theory eliminate the bounds checks, the high-level information is compiled away and the JVM has to prove on its own that the bounds check is not necessary.
I wonder if the language can support similarly fast access to user-defined data structures. Though maybe it's not a very interesting question, if arrays are built in. Most user-defined data structures are already their own iterators in some sense. For example, iterating over an ML-style linked list obviously requires only one check per iteration.
