There are good reasons to add security to the lower layers and it has been done in practice (see WLAN protocols). Providing data confidentiality and authentication services at the data link layer is a simple solution. It is attractive because the wireless link is typically the most vulnerable part of the connection and one has to deal with only network technology. Moreover, when a lower layer is secured, all upper layers are also secured. So it protects all protocol information from the higher layers. It also doesn't suffer from the interoperability problems that protection at the network or transport layer bring with them.
It does have the (rather big) disadvantage that the information is not protected in the intermediate network nodes. This makes it impossible to realize end-to-end protection.
For sensitive applications, protection at the data link layer can be combined with protection at a higher layer.