They do make twist in plugs…

Your standard (north american) plug is a NEMA 5-20R… the twist in (locking) variant is NEMA L5-20R.

I see locking plugs most commonly used in applications where the cord may have a bit more force to it… example: a ceiling mounted receptacle serving movable furniture/equipment.

Theyre not used for standard domestic applications for all the reasons other userd indicated in this thread.