Why aren't heaters made to turn off when out of fuel?

I'm not sure if it is just the kinds that have been in this place or all of these home fuel heaters, but the stupid things are not set to turn off when they run out of heater fuel, they just keep right on running and blowing progressively cooler air into the house until they are blowing freezing cold air into the house. And they keep that up until someone realizes that is what the thing is doing and turns it off manually. Then there is still a freaking fan that you have to go into the basement to shut off once the heater is turned off, or the fan stays on. Constantly.

Why aren't they equipped with a auto-off that shuts them off when they run out of heating fuel? Isn't there supposed to be some sort of emergency deal that turns off a stove if the pilot light is out? Why don't home heating systems have that where if the fire does not light the system shuts down until someone sorts out why it did not light?