Well, cisco and friends tell you which modules their routers/switches are compatible with, if you select others you are on your own... this is decidedly not the plug and play world we learned from the PC...
Nobody said that $$$ use USB extensively, my claim is that for a home user the chance of getting a random USB dongle to operate on an OpenWrt/Linux router is larger than getting a random SFP module working, assuming the router actually has a SFP cage to begin with. (My turris omnis does and I monitor the SFP threads over in their forum, and it still is a bit hit and miss, actually the situation is so bad that team turris created their own (rebranded?) 1/2.5/5/10 Gbps Ethernet SFP module (for twisted pair copper wiring) that allows 2.5 Gbps operation on the omnia, I am sure if the commercial SFP situation wasn't as problematic as it is they probably would not have bothered.
Sidenote: the one thing where SFP and similar shine is if a router/switch/server is supposed to be used with mixed physical ports (copper, different fiber variants,...) then being able to switch out/between different physical layer modules is attractive (and a reason why big iron vendors offer that), but again big iron vendors will likely not guarantee that all possible SFP/whatever modules will work on their gear.