Maybe because we have many islands on challenge mode, each island might be considered a separate challenge, i highly doubt that they will allow us to use such feature on the main campaign, but i have no actual proof, it is mere speculation. Frankly, i prefer the main campaign look as it is, but i don't mind them adding an option for players to choose which aesthetic they want.
Can you send me the link about this 'Challenges', i can't find it in the description of the dlc neither on this forum nor on the official website. The steam page says exactly 'Challenge and Sandbox levels' referring to the different islands on each mode.
Also, i forgot to mention, there is no need to delete and uninstall, it will just remove the game files, and it will take you sometime to redownload them again, you can just go and start a new campaign, you won't have any research or progress on this new file, and you still get to keep the unlockable skins from challenge mode within this campaign, you also won't need to re-do claire's campaign to unlock its content into your new main campaign.