Because it costs them more. There is the Irish Sea between the English/Scottish/Welsh mainland and Northern Ireland- that's just the way it is.
The Royal Mail has a contractual obligation to have single-cost postage for all of the United Kingdom, which means that NI is a special case.
Aye
RM have to deliver to everywhere in the UK for the same cost even if it means they make a loss on the service in those areas.
Couriers are under no legal obligation to do that, and thus charge a premium for areas where the cost to deliver is likely to be that much higher.
They could absorb it like RM do, but it would mean higher base costs for everyone else, and in a competitive business that would lose them customers (one of the reasons the way the normal postal system has been "opened up for competition" is so weighted against RM is that RM have a universal service obligation whilst everyone else can cherry pick what they do, where and for what price).
It's not nice, but it's the reality of the situation with regards to couriers and delivery costs