Kind of spitballing here...
-I think Nintendo just wanted to get back to gameplay. Yes, being able to pipe it into the TV or take it on-the-go is a gimmick on it's own, but it's a more practical gimmick IMO.
-I think Guitar Hero, Rock Band & the like have pretty much run their course in terms of attracting new audiences. I don't think people want to spend as much on peripherals & just want a more straightforward gaming experience.
-I'm not 100% on this, but I'm pretty sure the Switch uses bluetooth for wireless connections. You might be able to use other peripherals but it'd likely involve hacking/jailbreaking the system, which has it's own risks. As for Nintendo itself not utilizing them, see my above bullet point.
Overall, I think the biggest reason is that GH, RB & similar games have run their course and/or have been deemed to not be worthy ventures in the current gaming market.