I fully agree, but one reason they may do that is a gloss finish requires a very smooth surface. MDF takes some effort to smooth, where many hard woods are easy to smooth and thus take less work to make a piano finish.

Panny 3000 PJ, 118" Carada, Denon 3300, PS3, Axiom QS8, PSB 5T, B&W sub, levitating speaker wire