A previous costume block would be so easy to add, and would be useful to new scratchers. If there is one for backdrops, then why not for costumes?

It's just an inconsistency I guess. There are already a few very easy workarounds anyway.

switch costume to ((costume #) - (1))

switch costume to (join [Previous ] [costume])

Not sure exactly, as the functionality for previous costume is there, and there's also stuff like “next backdrop/costume” and “random backdrop”
There's a suggestion to make it easily found though:
https://scratch.mit.edu/discuss/topic/2793
I'm also not sure why they did this:
https://scratch.mit.edu/studios/28617969/comments#comments-237646050
Also yes, they have a next backdrop block and a next backdrop option:

-Valtren- wrote:

It's just an inconsistency I guess. There are already a few very easy workarounds anyway.

switch costume to ((costume #) - (1))

switch costume to (join [Previous ] [costume])

Note: the second workaround should be completely lowercased, it's case sensitive.
Also, if you want to use that method without having to use a join block:
https://scratch.mit.edu/projects/784273667/