probably they didn't think many people would use such a feature, so they never went through the process of scripting it to happen
Not only don't they turn, NPCs who are werewolves themselves actually attack you if they see you turning.
the game code is so confusing that if you transform in front of the companions they freak out.
I agree. characters that possess the power of the beast should use it. Aela should... maybe not Farkas and Vilkas since they seem to wish to be cured.
Thankfully there are mods for PC players to correct this oversight. But I agree, there shouldn't need to be a mod for this.