I have seen fenders on some CUTs, they were Euro and Chinese machines.
At the speeds tractors run, mud flinging isn't really sumpin to worry about. If you leave a muddy drive and head for the highway in high range, well, it will only take about 30 feet to clean your tires and 30 seconds to clean your eyes.
Just another sumpin to break off and run over with the rotary cutter, tiller, disk, haybine, mower, etc.