A question for programmers: how difficult is it to implement the same as above (http://play.lczero.org/) for Leela Zero Go? Why do we have it for Chess and not for Go?

It wouldn't be that hard. Somebody would just need to put the time and money into it.

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be immersed

Try https://deepleela.com/ or https://ai-sensei.com/

Is that Leela version (Leela Zero? which version?) stronger than Leela 11?

edit: It's Leela 11. But that's exactly what the Go community needs with LZ.

Basically it's because there's way more interest in Chess than Go. Just compare the massive difference in size between the Discord channels. So that means a lot more hobby programmers available to make cool things like play.lczero.org.