Wouldn't it be more consistent if one of these always worked?
Yes it would be more consistent. This has nothing to do with cross-platform and everything to do with developers not writing (wanting to write) documentation. a
man page is documentation,
--help is mostly programming in nature. I've also seen the case where man pages didn't exist because the developer didn't know how to make one, or convert the documentation from another format, sometimes this is easily remedied.
I would like to note that I wish both always worked.