Well we can put logic into this if you want.
In the show, celestial events had a huge role in Bending. For example, the sun empowering firebending, a Comet empowering firebending, the eclipse disabling firebending. The moon empowering Waterbending, full moon empowering Waterbending, did they ever show a lunar eclipse??
Whereas, the nether and end dimensions are not celestial events. So logically they wouldn't empower Bending.
But there's another perspective to this! Raava reveals to Korra that the Spirit World (AKA a dimension) strengthens her as an Avatar because she's part spirit. So if this exists, there's also no reason why a dimension connected to an element wouldn't strengthen them just like a dimension connected to the Avatar strengthens the Avatar. However, the Nether and End aren't exactly connected to an element. The nether may have lava but lava isn't the basis of earthbending. The end may be in the air but it's also dark and dangerous which isn't a basis of Airbending.