Because fail2ban sucks bigtime. If you're going to use something like that, at least install something decent like sshguard.
But really, your NAS isn't supposed to be exposed to the Internet, which is the primary use case for this class of tool. It isn't clear how you'd ever design this correctly because there is no obviously correct threat model on a private network. An admin fat-fingers a password a few times and gets the IP blocked? Do you just block SSH? The entire IP? For an infrastructure machine, both are hazardous and problematic.
Additionally, iXsystems does not set up ipfw rulesets, which would be needed for this sort of thing, and which would impact performance somewhat.