Well, it's not like there are not. I found only 1 website selling micro usb to micro usb cables. But it seems they solder them themselves.
So why it is so difficult to get them?
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It is likely for the same reason that USB A-to-A cables aren't common: host devices should always use different connectors than slave devices. The reason is that serious damage to the USB controller is possible if you plug two ends of a USB A-to-A cable to two USB ports on a host device (like into your computer). It is against the spec for a reason.
A-to-A cables (or cables as you describe) should not exist according to the spec, simply put.
http://www.mcmelectronics.com/product/DISTRIBUTED-BY-MCM-HK-MUS14-/83-11872 Micro-A to Micro-B cables do exist for USB OTG. But I agree, it's very strange that they're so rare, though justified perhaps by the lack of uses for them at the moment (few microusb hosts, like the other answers point out.)