why dielectric waveguides (core and infinite cladding) support hybrid modes (E_z and H_z components in the guided wave), while metallic waveguides cannot?
Contrary to your belief, metallic waveguides DO support hybrid modes, where both electric and magnetic fields have longitudinal components. It is true for both hollow, single-conductor metallic waveguides and for two-conductor transmission lines as well. What sets hollow-single-conductor metallic waveguides apart, is their inability to support TEM modes. In a sense, the TEM mode, having no longitudinal field components at all, is a polar opposite to the hybrid mode with both electric and magnetic field having longitudinal components (E_z and H_z components in the guided wave)
. For rectangular and round hollow-single-conductor metallic waveguides, the absence of TEM modes is easily demonstrated with both PDE theory (boundary conditions) and picturesque means (through plainwave superposition diagrams). You can find these explanations in textbooks and online reference materials elsewhere.
Notice also, that, according to a pure theory, TEM mode is not possible in dielectric slab waveguides either. Instead, a quasi-TEM mode can be excited in dielectric slab waveguides and resonant cavities of special geometry with perfect electric conductor walls. This effect is used to design traveling wave antennas.