The first version of SparseArray.java was written in May 2006. In some ways it pre-dates the various collection interfaces you're referring to (within Android, not Java). My sense is that it doesn't support the various JCF interfaces because they didn't exist at the time the code was written, and nobody has found reason to add them since. (It didn't even use generics until early 2007.)
If you would find an enhanced SparseArray useful, high-quality patches are always welcome.