DanMaz, I think the mental game isn't taught for various reasons. I think some don't know how. Some don't think it's that important. Some may think it takes time away from drills and practice time. Growing up as a baseball player, our mental training came from getting yelled at after games we lost.
Personally, teaching the mental game is very important. My varsity high school team would meet 2-3 times per week for "chalk talk." We have great discussions about the game and how we approach it. We preach what Sue Enquist preaches. "The game doesn't know how old you are." "The game doesn't know who is suppose to win." It's really helped us. I was speaking to Coach G, the head coach of Oklahoma State a couple years ago and he said he had to twist the AD's arm to get him to pay for a mental coach to come in and help his players. Some are resistant. Luckily, there are some great books out now about the mental side of sports. Coaches just need to try it.