It’s not like every single page is magically better with canonical link. The technical purpose of canonical link is to de–duplicate identical or nearly–identical content at different URLs.
It doesn’t make sense for archives because they are :
- collections of content
- moving target, what is on front page or archive right now won’t be there after new posts are made
While it would make sense to add canonical for some archive implementations, it doesn’t fit typical WordPress archives well.