I'll risk going over board here, but as my dayjob is working against these limits, I'll give a brief insight in what is going on.
For scopes, I think there are a multitude of factors: Cost, interconnections, and technology.
Cost is simple: faster needs more design expertise, fancier technologies, more hardware, more storage, and at the end of the day things are more expensive.
Interconnections: You can't just send 10 GHz signals over cheap connectors. The connector starts to have a big impact, as do the cables. Everything starts becoming part of the circuit and that requires more finicky interconnections. I wouldn't want to use our 110 GHz UXR scope to measure an arduino output, because it would load it with 50 ohm which the arduino probably wouldn't be very happy with. High speed scopes start using connectors like 3.5 mm, 2.4 mm, etc, which are very fragile, require care in connecting-disconnecting, and are very expensive - a 2.4 mm to 3.5 mm metrology-grade adapter might cost several hundred euros a piece. I don't want that on a scope I want to use to measure some SPI busses with, so there is little point making those scopes that fast, in a right-tool-for-the-job kind of way.
At the upper limit is technology. There are two metrics with regards to the 'speed' of an active device, the 'transit frequency', or ft, and the 'maximum power gain frequency', or fmax. This is the point where, due to the fundamental physical limits (things like the mobility of carriers in semiconductors) make it so a device no longer produces current gain (for ft) or power gain (for fmax). At this frequency, you need more current into a device than you get out, so you no longer have the ability to make signals larger - let alone do more complex processing of this signal. This puts a first-order boundary on a scope. (actually above-fmax circuits are a thing but lets not open that can of worms)
For discrete active electronics this is going to be in the few GHz (usuall) at best. It goes higher when you use integrated circuits - small CMOS goes to about 300 GHz (depends on the technology, but most people agree that it peaks at around 40nm CMOS nodes). SOI can go further, to 400 GHz, SiGe can do 500 GHz, InP has technologies that go up to 1 THz (but that technology is trash for anything but a very simple amplifier).
On top of that, a significant additional factor is that designing these high speed 100 GHz circuits is by no means trivial. It is by many considered a black art, and us millimeter-wave and RF designers are sometimes treated as voodoo magicians, wrestling waves out of devices. Sparameters, matching, smith charts...
An on top of that, to get to these points, you need to start canceling out poles with zeros, or as an RF designer would see it, tune out capacitance with inductance. This introduces a bandwidth limit - you only tune out the capacitance at a certain frequency. Make it more wideband? That requires more complex interconnections of inductors and capacitors, which in turn leads to lower gain, and at some point you lose all the benefits you were trying to get. Even though you can design a 230 GHz to 250 GHz amplifier in 45 nm CMOS, you cannot design a DC-200 GHz amplifier in the same technology