Spoiler alert: They don't

Before the model state did not load the joint states even though the
code was there but only commented out.

This is part of the effort of supporting the SDF's joint state feature.

Because it's currently not loaded.

Use the commented code and update it to the new API.
Also extend it for more than one joint axis.

It was introduced in SDF version 1.6 and is not supported currently.

SDF version 1.6 introduced an initial_position for joint axes.
This is useful for loading models in a collision free pose.
Universal Robot's UR5e is penetrating the ground with the default
initial configuration of all axes set to 0.0.