Many other languages have help pages in the command (see help() in
python and R). Why haskell doesn't have such a feature?
Because Haskell doesn't predate the web? :p
You can build local documentation and access it from ghci with some hooks (see https://wiki.haskell.org/Ghci#Package_and_documentation_lookup although it's a bit outdated), but Haskell is not a dynamic language and ghci is not trying to be its primary developer interface. And you can't exactly hyperlink on a terminal.