I recently won a pair of Vedalo glasses at a Pheasant's Forever banquet and used them for clays and bird hunting - man, I don't know what the story is on those, but they are super sharp and excellent definition. Though i would probably balk at the price if i had to buy them.
The main reason polarizing is a good add on for fishing glasses is the purpose of removing glare off of shiny surfaces. in a sporting clay setting, you are not dealing with as much glare, so while polarization can help it is not as apparent as in a water setting.
I also used polarization on my camera lenses, and I will say that the right type of polarizing filter can transmit more striking blues in the sky - as a result, things may be in better contrast.
I think the reason it is not generally included is simply because of the reasons above - it does not provide so great a benefit to justify the increase in cost.