This has always confused me.

Because then it doesn't work with Zombify, Quicksilver Amulet, Chord of Calling, Flicker, or anything else that can cause a creature to enter the battlefield without being cast. You'd also be able to do things like counter a Clone by Murdering its target.

But it's, like, a replacement effect, right? Someone (I think DS) once told me it doesn't target because replacement effects never do. Is that true? And if so, why?

that's true, yes.

the basic answer is that replacement abilities don't use the stack. same reason mana abilities never target. for an obvious example of why that's a problem, consider frost titan. I have a Frost Titan. you play Clone. as is, you can copy my Titan just fine. but if Clone targets, then it triggers Titan's ability. but by the time that ability resolves, there's nothing to counter because the replacement effect has already happened.

The replacement effect itself targeting is a nonsensical idea. Only things on the stack can target. The primary purpose of targeting is to give the opponent the relevant information for deciding how to respond. So a non-targeted spell that has a targeted replacement effect wouldn't work at all.

On the other hand, it's perfectly reasonable to have a targeted spell that a replacement effect that refers to that target. And I think that's the idea being discussed. They could change the rules to allow creature spells to target and they could then make it so Clone enters the battlefield as a copy of the creature it's targeting. It would just mean it wouldn't interact well with cards like GrifterMage listed and would just be messier in general.

Right now, all Aura spells target (and there are special rules for dealing with them entering the battlefield without being cast) and no other permanent spells target. Making it so that some non-Aura permanent spells also target would just muddle things.

I assumed the point was less "hey let's have creature spells that target!" and more "hey why can you clone your opponent's Slippery Bogle?"