Why? Ad revenues.
Comic site publishers have threatened anybody who has made it easy to automate the process of reading comics such as the authors of Comictastic and iComic on the Mac to say nothing of Windows based comic readers. As a result, the scripting of every individual comic is left to the user, removing much of the utility of the application.
The right answer, of course, is to use the power of the server to insert an ad and an embedded image map onto the edge of the comic image itself. This ships the ad to the reader of the strip regardless of the client software used. Use a dedicated reader app and the publisher still gets to sell ad space right on the comic graphic. Of course, they’d still rather bomb you with the six ads on the front page of the site and a pop-up ad or two but at least this way the possibility of aggregating your favorite comics can happen.
In the meantime, I recommend reading the Washington Post’s comic page.
Note: The Washington Post has recently taken to providing an obnoxious interstitial ad periodically whether you need it or not. Annoying, yes, but it still beats random strips from Comics.com