Short answer: because bookmarks don't live on Nostr yet. Every client stores them locally - Amethyst, Damus, Primal each keep their own file on your phone. There's no agreed kind for 'I bookmarked this note,' so there's nothing to sync across. A draft spec (kind 1078) has been circulating for a while but nothing's adopted it. Your follows (kind 3) sync because they're events; bookmarks are just app state until someone makes them events too.