As individual sites can have a lot of configuration and customisation differences it could get confusing when to report issues directly to here rather than through the Contribute > Site feedback category on the sites themselves in the first instance. I’m not sure a typical end user could identify which of their issues were caused by a misapplied setting, a site-specific customised theme, or a third-party plugin, etc. And they also wouldn’t be best placed to take any advice on how to implement a fix for that site, or provide key information that may be required to debug the issue further.
It is of course possible for users to provide feedback here on Meta, though it does require taking a bit of time to gain a deeper understanding of how everything fits together for it to be truly useful. I think having a prominent link for users on every forum would lead to a lot of topics that could probably be better solved by site admins.