Protocol multiplexing exists. But you will have to agree on a single protocol, which I view as impossible since different applications have different requirements.

If you route all your traffic through https that comes with all the upsides, for example the security layer (ssl). But also the downsides of for example overhead of headers. Currently we have an overarching (network layer) protocol, it is called IP. It divides the traffic into different ports at the host, these ports speak different protocols. If you move the multiplexing higher up the OSI stack, you are violating the principles of separation and making your stack less flexible, you are mixing OSI layers 4: transport up to 6: Presentation. Conflicting these layers can lead to big problems as this includes things like the Transport layer, for example the difference between udp/tcp is included there.

The beauty of the network stack is that there are certain layers that separate responsibility. This allows the stack to apply to wildly different scenarios. However I do agree that there should be no filtering applied on behalf of the customers.