Why no UDP connection via browser even with HTML5?

Why can we not have UDP connection between a browser and a server? Why is TCP connection possible (via WebSockets) and UDP not?

Answer

HTML5 does not allow arbitrary TCP connections.

Instead, web sockets is a special new protocol built on on TCP that allows bidirectional communication.

Similarly, WebRTC is a special new protocol built on UDP that allows peer-to-peer communication.

Allowing arbitrary socket connections would be a major security hole.