Allowing all TCP connections would open up security issues: most hosting platforms are responsible for ensuring that they are not hosting attacks. Allowing any outgoing TCP request would allow for:
Spoofing smtp emails (& other smtp headers)
Proxying cross origin requests (& other http headers)
Spamming emails
Port scanning
Many zero-day attacks
Attack surfaces on virtually every application
Since signing up and server hosting is free, the result would be a huge influx of malicious users and Roblox servers being blacklisted in many locations. Probably many lawsuits as well.
Mitigating all of this would be a huge effort. You can block specific ports but detecting when an attack is taking place is very difficult.
UDP has less issues, but they still exist.
HTTP chunking allows streaming, while ensuring that the application on Roblox is talking to a HTTP server, greatly narrowing the attack targets onto a surface that is generally harder to attack. It doesn’t pose additional issues over existing HTTP request, and implementing it should not requires any changes in networking configuration or architecture. It’s a small, secure software change that gets exposed to the Lua VM to a great benefit for the developer community.