I just noticed the other day too! I was getting ready to play head-to-head with my buddy and we like to use PostSeason mode by selecting teams and then do a simming to the World Series and playing all the games there.
Then I just simmed a sample postseason and noticed there was not fatigue for the pitchers (or anyone), which bummed me out because this worked in 2K10.
The reason we do this is to prevent the other guy from overusing pitchers and it makes it easier if the game keeps track. Because sometime we only play a few games each time we get together and it may be a few weeks before we get back to it.
C'mon 2K fix this in the next patch (hopefully there is one).