For any creature, there is only one way to know how old it is: record its time of birth.
However, there are plenty of proxy measurements that are strongly correlated to age - the wear of the teeth of a horse, whether an insect is still a larvae, etc. They may not give perfect values, but provide a reasonable estimate.
For many animals, size is a reasonable proxy for age (e.g. corn snake length). In such cases, maybe further research could develop other techniques - blood chemistry, bone density, etc., but why bother searching hard for it when you already have a reasonable technique?
So, why should we find it odd that - given you can get a reasonable age estimate for a lobster age by size - no-one has developed another technique?
Is it the only technique? Marine biologist and lobster expert Jell Atema is quoted as confirming this:
KRULWICH: [...] with lobsters, the bigger you are, the older you are. That's how you age a lobster, by size.
Prof. ATEMA: That's right. Yeah.
Prof. ATEMA: There's absolutely no indication that this lobster is showing signs of old age.
KRULWICH: In fact, lobsters in general show no discernable signs of aging. They don't lose appetite, sex drive, energy, no change in metabolism.
Prof. ATEMA: Something we could all be jealous of.
Having seen Jivlain's answer, posted while I wrote this, I am not so sure Atem is correct here.