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They don't do it because it has a negative affect on the transmission. My tuner has first hand experience of the effects of oil/air cooler only. And that is premature wear and irregular shift patterns.
With the amount of ZF falcons and territory's on the road the % of failures is minuscule.
Obviously it's nice to keep temps less than 100c , so if you have a high performance car or tow, an oil/air cooler in series with a factory heat exchanger is ideal
Another factor is changing the coolant with the correct type at the recommended intervals.