Because numbers require everyone who is involved in comparing options (i.e. consudmers) to have intimate knowledge of what those numbers mean. Is X kwh actually good? How does it compare to other houses in the area? What number do you use - the amount of energy it will take to heat the house, or the amount of energy of a specific type you will use. How do you compare those (a house with Natural Gas as a heat source will require significantly less electricity to heat than a house with electric radiators, but will likely _cost_ more).
Using ratings gives a standardised way to compare them. If you compare two houses, one has an A rating and one has a B rating, the B one is strictly worse, by an amount that someone who knows something about this has deemed significant.
> That's what appliances do
Appliances are graded on a similar score here. Every appliance you buy in the EU has one of these [0] labels (which has the same problem).
> An A+++++ mansion is going to use more energy to heat than a modest A+++ house.
You're comparing two different things here, and forgetting a very important point - someone who is going to buy a "mansion" is not going to buy a modest house, so it doesn't matter what the rating of the house is in comparison. What matters is the rating of the mansion next door.
[0] https://en.wikipedia.org/wiki/European_Union_energy_label
It even shows the average cost of other similar products. So you can see both the absolute numbers and a visual representation of how efficient something is in relative terms without having to squint and count '+' marks.
I don't see why we couldn't do that for houses. Maybe use a unit like BTU instead of kwh to account for different heating sources. And include a comparison to the average range for houses in the area.
This would be a lot more concrete and avoid arbitrary ratings. If the ratings are based on bureaucratic rules (i.e. can't have stovetop vents) instead of actual measurements, then it feels a lot less meaningful. "This house will cost about $X to heat each year" is a much more useful piece of information for someone house shopping.
[1] https://www.sce.com/residential/home-energy-guide/energy-sta...
It's also more directly meaningful to customers. An A+++++ mansion is going to use more energy to heat than a modest A+++ house.