Quoting former staff member @Oded:
We do not usually turn it on for sites that do not have a majority of posts with code in them (Lego, cooking, RPG are examples of such sites). Security tends to have more prose than code - hence, it isn't turned on.
The reason for this is that turning it on means including more JavaScript and slows everything down - performance matters to us.
Now, one could argue that MathJax is already ~1 MB or so (if I interpreted my browser tools correctly), which makes the 573 kB of Highlight.js less of a problem. (Yes, your browser caches those files; it's not 1.5 MB per page visit. Still, if you're on a slow 2G/3G connection ...)