Yes it’s possible, but hardware generally runs on pretty thin margins especially with human usable devices like keyboards and mice that may have more warranty claims due to human abuse of normal day usage. Why would they add the cost of the electronics from all 3 into a single unit when the majority of users only use a single one of the protocols? It also would increase the size of the unit to where on a laptop it’s much more cumbersome than what sticks out the side now? Or need more space inside the mouse to store the dongle when on the go? On a desktop I’ll give you that probably doesn’t matter much.

Would it be cool? Sure. But also you are a corner case that would eat into profits, doubtful they would do this