They don’t inherently need to, it’s just that with e-reader devices like your examples you tend to either have physical buttons on the side and/or want a place to grip the larger device without tapping the screen. There’s no reason a phone-sized e-ink device would need the bezels. Most likely there weren’t that many screens to choose from and they didn’t want to shrink the keyboard down to better match the screen.
They don’t inherently need to, it’s just that with e-reader devices like your examples you tend to either have physical buttons on the side and/or want a place to grip the larger device without tapping the screen. There’s no reason a phone-sized e-ink device would need the bezels. Most likely there weren’t that many screens to choose from and they didn’t want to shrink the keyboard down to better match the screen.