FDG135 - technically there are twin-engine aircraft where the propellers can't be feathered. An example:
https://en.wikipedia.org/wiki/Champion_Lancer
Cralis - with regards to reasons for having it disengaged, I can see two (in addition to the one posted above).
First, it doesn't always work. If you're expecting it to feather automatically, and it doesn't, then in a situation that's already extremely busy you're going to have a plane that's not behaving how you expect (because the propeller isn't feathered) and another action (manually feathering it) to deal with. Better to just have it disabled, so that you fully expect that it'll need to be handled manually.
Second, I know some pilots are wary of automatic systems. Better, perhaps, to have a plane that's behaving exactly how you expect than to have one that's trying to make things better for you and just adding to the confusion. We saw this sort of thing in the Asiana 777 crash; the pilot assumed that the automatic systems were taking care of airspeed control, and didn't realise that they weren't until it was too late to recover.