Is there any reason why they don't have aircraft equipped for both HEMS+SAR?
Fair question, simondlh.
Air ambulance helos in the UK are almost exclusively the smallest, and therefore cheapest, types that meet the CAA's requirements ie light twins such as the EC135 and MD902. The UK SAR philosophy, by comparison, is to use a larger, and therefore individually more expensive, machine that can be used for a multitude of scenarios including long range tasking.
Safe winching requires a significant amount of training, which would increase operating costs for AA units (the arguments surrounding this have been done to death previously on this forum!). Furthermore, hoist-equipped light twins may not be able to meet the single-engine performance required by the CAA to conduct winching ops.
Some operators overseas winch very successfully from light twins - REGA in Switzerland uses A109s, for example - but at present the UK AA and SAR philosophies don't really match up. That doesn't mean that AAs couldn't carry out winch ops in the future, but you specifically asked about SAR which is a rather wider requirement.
Louis