I think the simple answer, is because they are not executables - they are "macros" running under mshta.exe.
The scripts are whitelisted with respect to cscript and wscript engines.
Do you know which interpreter is executing these .hta files?
mshta.exe runs .hta files...
Will need to understand the process tree context then.
For example is the cscript engine still invoked to execute the embedded vbscripts?
In which case, you can add .hta extension to the existing vbscript scripts rule.
Or you can choose to whitelist all .hta files wrt mshta.exe interpreter.
You can get this data by running procmon when you lauch the .hta file.
If you need further help, contact support and they can help you with the steps.
I got the answer I was searching for.
Thank you guys.