The 'compensator' is a built in shock absorber in the primary drive, the sleeve nut as it was in the 'old days' holds the ramps and heavy spring together that acted as the shock absorber by enabling it to move on the ramps to dampen and smooth out shocks.
Right Hand Rotating shafts do not have to or are always have Left Hand threaded fasteners, it can be due to construction, materials, constraints etc. and the amount of torque that can actually be used to tighten the fastener.
A common L/H tread on a R/H rotating shaft is the Bicycle left hand pedal, you have around a 1/4 inch diameter steel thread into an aluminium crank tightened by two flats on the pedal shaft, you cannot physically get that much torque to secure the pedal without damage and as a result it will often come loose if a R/H thread is used due to the constant force of pedalling.
On the other side the right hand pedal will tighten up with a right hand thread due to the pedaling or at least that is the theory!
Now back to the compensator sleeve nut, this has a large head 1" 1/2 AF and thus clamping surface area and is made of steel, threaded internally with a large amount of threaded area that fixes to the steel end of the the crankshaft. A lot of torque can be applied ( & Loctite etc.) to that sleeve nut without damage to ensure it does not come loose.
When it was specified, the torque setting for this sleeve nut was around 150 to 200 ft/lbs plus, when not tightened up correctly they could and would come loose.
Now for the clutch nut, this would traditionally hold the clutch centre onto a tapered gear box drive shaft with a woodruff key, common to popular belief it is not the nut or key that hold the clutch hub it is the fit and surface area of the taper that do this, the key and nut are just to guide and hold it in place.
The hub for instance on the tapered shaft Evolution models was partly aluminium and could easily be split if overtightened, the surface and threaded area of the nut is not large so the torque that could be applied is low compared to the compensator and it does not need to be high as it just locates the Hub, so a left hand thread is used here to ensure it will not loosen off.
The most likely reason not to use Left Hand threads is costs, convenience and not necessary!