Just a decision probably. Maybe they didn't consider it, or maybe they wanted consistency or had some other reason. Maybe they thought didn't make sense to have her there when you actually freed her. Or perhaps just it not being important enough to add another character model (freed Callie) to the game for compression sake (not very likely I think).
Could be any reason really.. But it's probably not because it's too difficult.
Anyway, the stories were also a promotion for the game. I also wouldn't say they put more effort into that than hero mode itself.. xD But they were a nice piece of lore and setting..
On a related note (Squid Sisters as a band): I hope some next Splatoon instalment has more concerts of the Splatoon bands to go to.. It would be great to have a concert hall or something where the different bands perform (Squid Sisters and Of the Hook, but also bands like the new Bottom Feeders and Ink Theory). Even with basic animation that would be very cool to see ^.^..