mainly cost. trees are cheap (~$100-300) compared to tarps or other fixed shade options, though i'm down for any and all shade. for comparison, bus shelters are estimated to cost $5K-30K each ( https://pedestrianobservations.com/2019/04/12/little-things-... ).
i mean, leaf collection for street trees is like 10-15 minutes of work a week during growing season? you could give a neighborhood kid $5 to do that along with the occasional watering (we actually have a volunteer organization in my neighborhood that does this, though not weekly). artificial shelters need cleaning/maintenance too, so it doesn't seem to be a significant net difference.
This is where it’s more open to interpretation. Wet leaves on pavement are a significant fall hazard and should be removed more frequently, but that’s optional.
Tree trimming and eventually removal can cost 500-1000+$ for older trees which you eventually need to do to avoid having limbs and eventually trees fall on nearby cars. Roots damage local pavement again if you let the trees grow large enough. They also start taking up significant space requiring much wider sidewalks.
Of course you can remove them and add new trees regularly, but that’s another cost and tends to upset locals. Etc. granted his is usually in comparison to an empty sidewalk as it’s unusual to have other forms of public shade.
Note that buildings are also shade structures but they contribute to the heat island effect.