One of the issues I can think of is head-of-line blocking [0].
If you're sending messages of different priorities over the same channel, an error in sending a low-priority message, high-priority messages will have to wait until the low-priority message is properly re-transmitted.
Yes, but this need happen only when your data center network is congested, which is hopefully rare and is relatively cheap to fix by adding capacity. And in congestion cases you need TCP's back off ability.
Getting rid of head-of-line blocking also makes messages happen in order. Making messages (sometimes) happen out of order would drastically increase implementation complexity for a lot of apps.
