Good question, I’m guessing because otherwise the intent of the writer would be that it’s not a link, and/or that it might somehow conflict with writing normal html tags?
However, I have at least one protocol/scheme that is not listed there (just with a quick look, not going through everything of which I use), which I do use in markdown documents, and which autolinking libraries probably will not recognise, so that’s unfortunate. Therefore, I suspect that there would be many others like me who have at least one scheme unlisted which they would want to use too.
The only way I can see that being fixed is either having those schemes included in the list, which might be impractical, or, if stmd is supported by pandoc in the future, using a pandoc filter. (Or another pre/post-processor of some sort but pandoc filter is probably the cleanest and easiest because we can work with an AST directly.)