Traditionally double note scales or consecutive 3rds, 4ths, and 6ths are part of piano training. But, Debussy wan't a traditionalist! Certainly he used consecutive intervals of all types. Why didn't he use all the intervals for his etudes?
Is there something more to it beside keeping with the standard training?
The only true answer to "why" would have to come from Debussy himself, and he seems to have been tight-lipped about discussing his music's motivations or techniques. In fact many of his quotes and opinions seem to boil down to rejecting the very idea of music as a technical discipline, e.g.
Some people wish above all to conform to the rules, I wish only to render what I can hear. There is no theory. You have only to listen. Pleasure is the law.
So it seems conceivable that even asking him would produce an antagonistic "Because that was how I heard it" sort of response. The fact that the pieces go off and explore less related characteristics seems to support the idea that the choice of studies may have been arbitrary.
That being said it is of course the job of historians to go back and second-guess all that for our own edification. Without having the in-depth knowledge of Debussy required, what jumps out at me is:
This article points out that the etudes explore the intervals primarily in a melodic way, rather than Debussy's trademark harmonies. I suspect he passed on 2nds and 5ths as the vast majority of western music up to that point could be considered "studies" of those intervals melodically. Gregorian chant focused religiously on scalar motion, with exception made for the harmonically indispensable fifth, and tradition has never strayed all that far from there.
That still leaves sevenths... I don't know, maybe that one wasn't very much fun to play?
