My 3D program can do a glow effect ( I use 3DS Max, but I imagine the effects are pretty similar in most of them). There are several reasons why they're not generally used though. First of all, if it's rendered with the image, you're stuck with it. You have no way of tweaking it without re-rendering your entire image, which is a pain with how long frames can take to render. It's more versatile to render the glow entirely separate. Secondly, they're much simpler and limited in what look they can achieve. In 3DS Max, I think I can only do a simple additive blend of a single flat colour over the top of the chosen objects (and it doesn't handle linear gamma properly, so I couldn't use it even if I wanted to.)
So I could do it in program, but it actually works out better to do it separately.