I have no firsthand knowledge, so others will have more authoritative answers.
Reading between the lines on this page [ http://sigma-rumors.com/articles/sigma-photo-pro-processing-guide/
], it looks to me like Foveon files have a number of nonlinear interactions among the color layer outputs, meaning they need to be decoded in an entirely different way than Bayer pattern sensors. Given the (currently) small DPM user base, it's probably not a burning issue for Adobe. Why go to all the trouble of reverse engineering the files for just a small number of customers?
Of course, I wish that weren't true. Having to do an intermediate step with SPP is a real pain. You'd think Sigma would recognize an opportunity to increase sales if they could advertise that there was a smooth way to integrate DPM files with your Lightroom workflow.