There are very few ‘lossless” conversions possible if you consider the loss of a data or metadata could affect the result. So if printer did accept a file that needed to be converted, and then during printing and converting they found conversion could lead to unexpected results should they cancel the print run? There is just too much to go wrong in printing already without these extra problems.
The print industry has a long and storied history, and for whatever set of reasons, printers only accept very specific profiles of specific formats.