Short answer: it's coming soon.
For why can't they, the answer is limited data transfers at the moment, which is being worked on.
Once implemented, it will be like the current CPDLC, where an instruction awaits the crew to press accept, reject, or cancel. A plane like the Boeing 787 already supports simple instructions to be loaded directly into the Mode Control Panel (MCP): the pilot's interface with the autopilot for the different lateral/vertical modes. The 787 is also ready to accept route changes from ATC via the FMS:
Boeing 787 CDU message for accepting a route uplink from ATC. The crew can then press LOAD FMC to view the changes before activating it.
When to expect it?
In ICAO's Global Air Navigation Plan, it is expected to be in 'Block 1':
FANS3/C with CNS integration (via ATN B2) will be
available providing communication and surveillance
integration through a connection between the
FANS and NAV (FMS) equipment. This avionics
integration typically supports the automatic loading
in the FMS of complex ATC clearances transmitted
by data link.
Block 1 is between 2018 and 2023. Of course it requires new equipment on airplanes alongside the new ground equipment.
You give an example of an instruction to intercept the ILS. With the avionics integration discussed above, the ATC will receive a downlink from the airplane for its FMS computed performance (e.g., descent performance based on weight and winds). And based on that the flight will receive an uplink with the assigned optimized arrival route to the runway based on 4D navigation (3D + time). The pilot then needs to arrive at each 'checkpoint' at the correct time for traffic separation. This is an example of a "complex ATC clearance".
Above example is still a decade or more in the future (Block 2). The implementation will be in steps. Of those steps is the extension of the arrival management to the en-route area, to be deployed in late 2023 in Europe.