Why can't Mesh colliders collide with other mesh colliders?

I find this feature absolutely ridiculous! why can't mesh colliders interact with other mesh colliders? I have a race track which uses a mesh collider, right. I attach a primative collider to my Racecraft, and the collisions are ridiculous as when the player hits the side of the track, the collider keeps flipping about - it's crap!! i just want to apply a mesh collider. i've been playing endless hours of wipeout and that uses mesh colliders. it's driving me crazy!! is there an alternative?

MeshCollider to MeshCollider is just too expensive, but you can add a simple hierarchy of sub-objects below your main Racecraft and place primitive colliders on each of them. The main rigidbody will detect and use them all.

Convex mesh colliders collide with mesh colliders.

I find this feature absolutely ridiculous! why can't mesh colliders interact with other mesh colliders?

It's not ridiculous. Collision detection and interaction between complex non-convex shapes is non-trivial. (A good way to gain an understanding of why this feature isn't supported in Unity would be to try implementing it yourself to see what's involved.)

Also, although I can't say this for sure, I'd be willing to bet that the game you referred to in fact uses compound colliders of some sort, rather than 'true' non-convex mesh colliders. (Again though, I don't know that for sure.)