Why not nickel-plated edge connectors?

And female connector contacts are also Au coated.

Not your question, but you want to mate like metals to like metals -- gold to gold, tin to tin, etc. If you don't, then in environments with any moisture you get (possibly slow) galvanic corrosion, and in high vibration environments you get something called "fretting corrosion".

I've wondered the same thing myself on occasion.

I'm pretty sure the answer has to do with contact resistance (as opposed to the bulk resistance of the materials). A gold-to-gold contact has lower resistance and better long-term reliability than a nickel-to-nickel contact. Even a microns-thick layer of gold is significantly softer than the underlying nickel.

Yes, it's possible to use nickel as an edge connector contact, we've done it for high voltage/current connector contacts (24~240V). I don't think the nickel is very good for low level contacts. Gold is good for high level and low level contacts.

You can perfectly well apply gold to copper, however the ultra-thin layer of gold will diffuse into the copper and effectively disappear. That's why the nickel layer is sometimes referred to as a "barrier".