That is what they do. However, some projects grow in scale where a grad student cannot handle it well, or if they try, it will be a detriment to their research. To give you an example, only one of the PhD students (non-CS engineering) in my group and the ones around me had taken data structures or algorithms - yet everyone's thesis was "computational" (i.e. numerical computation, etc). None of the advisors would appreciate their students going off and taking serious CS courses.

When a research team wants to go to the next level, they need to hire someone with better SW skills.