Yes, having a universal charger is surely more convenient - just like the fact you have the same voltage in every outlet in the region is more convenient that having a city divided into districts where some districts have 127 volts and others have 220 volts and outlets look uniform (that actually was in use in some cities in Soviet Union in the past).
The number one reason why there's no universal charger is manufacturers being greedy. Having a charger unique to a brand and/or model range lets them sell those chargers at a premium. For example, Nokia sells a 1280 phone with a battery and a charger for about 27 bucks in my region but a separate charger is sold for about 20 bucks. And if I attempt to use a third-party charger my phone warranty is deemed void. If third-party chargers were allowed this would be impossible.
The number two reason is this gives extra flexibility to the phone manufacturer. Should they decide to produce a phone that charges faster (say one hour) they have to supply it with a charger capable of such fast charging and such charger will usually be larger and heavier that a slower charger. Also if you use a charger that outputs less power with a phone that requires more power charging takes longer and that's not very convenient. When the manufacturer selects and locks you into the charger they can provide better user experience at expense of requiring you to use exactly the right charger.
Currently you can enjoy "universal" chargers if your device can charge via USB (micro-USB or any other variety). Since USB is a standard it doesn't matter if you plug your device into a charger with a USB connector or into a powered USB computer port. So there're no means for the device to know where the USB port resides.