Why is no capacity indication on regular batteries?

The answer is: marketing. Some number, like "1800 mAh", doesn't really mean anything, anyway. At what temperature? At what voltage is the battery considered "dead"? At what current? The charge you can get from any type of battery really depends on these factors, and how far dead you are willing to run it.

All the major alkaline battery manufacturers supply datasheets that specify the capacity of their batteries more completely. This is the place to get capacity information, not the product label.

• Energizer
• Duracell

Realistically, the answer is because the alkaline battery marketing people would rather compete on brand name than rated capacity. They prefer traditional marketing tactics such as who spends more money on advertising, does deals with more distributors and retailers, leading to consumer perception that market leadership equates to technical leadership. In the U.S. consumer market, Duracell/Energizer is like Coke/Pepsi, and everyone else is like the grocery store house brand. The chart from anrieff's link shows that neither of them makes the highest-capacity cells (in that test), Varta does, yet they command around 30% market share each.

From a November 2013 article in Advertising Age: "We're just sticking to a very simple strategy, which is building strong retailer partnerships, innovation and brand building," said Duracell Marketing Director Jeff Jarrett. [...] Duracell has shied from performance comparisons, because consumers are tired of the "longevity arms race" in ads over the prior three decades.
http://adage.com/article/news/duracell-energizer-charges-sputters/245108/

It's better for vendors if consumers find it difficult to do an apples-to-apples comparison, because if they could, as little as a tenth of a percent difference could allow one manufacturer to claim being "best" and make the rest appear as fools. The actual spread between most brands appears to be only about 10-20% capacity difference, and tested over many months/years it would change around as vendors leapfrog each other by introducing the latest improved formula. This is much smaller percentage-wise than even the price per cell difference between buying a 4-pack or 16-pack of the same brand at the drugstore, which might be 40% or more. In anrieff's link the cost difference per energy ranges over more than a factor of ten from bottom to top of the cost chart.

What it means for the consumer is that the smart shopper should pick a brand which is within the ballpark of the technical leaders by capacity, but costs much less per cell, and just live with changing batteries a little more often. In practice this plan doesn't constitute a big threat to the dominant players, because the lowest prices may be loss leaders meant to attract visitors to particular store chains that most people don't ordinarily visit on a regular basis. Ikea seems a good example - excellent price per energy, but not a store people visit often once they've got the furniture and housewares they need, so it's still more convenient to toss some Energizer in the cart at the grocery store. For those running through an expensive amount of batteries it might be cheaper in the long run to switch to NiMH rechargeable e.g. Eneloop. Or run from wall power if possible, which costs around $0.00012 per Watt-hour, compared to $0.20 for AA alkaline, a 99.9% cost savings.

To try to make this answer a little more technical, since this is an engineering website, there are many types of battery to choose from when designing a product. Alkaline tends to be the choice when the overriding design factor is the cost of the product at retail. Not only are the cells much cheaper than NiMH, it gets rid of the cost of having a wall adapter in the box, a charger in the product, etc. The customer can buy aftermarket NiMH & charger if they feel they need it. Lithium-ion gives much better capacity per volume and weight, but as it costs more it tends to be for somewhat more luxurious products which can command a higher price. If you're trying to extend the runtime of a device which runs from AA or AAA cells, rather than worry about which brand of alkaline to buy, switch to lithium-based cells for a 2-3x gain in energy storage and half the weight.

Some brands actually mention their capacity on the packaging - for example, Carrefour's AA, AAA and 9 volt ones. And they aren't far away from the truth.

Also, different brands of alkaline batteries are not so different internally, as they all use a very similar chemistry, so the capacities are accordingly quite similar for a broad spectrum of brands, as you can see here. There are models which are more suited to light loads (i.e. TV remote controls) and are optimized to last long, whereas others are designed for high-current applications. As other people mentioned, capacity depends on drain current, and instead of printing a table of capacity vs current, it's easier to market cells as "high power", "long life", "heavy duty", etc.

The serious technical data is in the datasheets.