SFP transceivers support speeds up to 4.25Gbps, but SFP RJ45 only support 100/1000Mbps
Why is there no support for 2.5Gbps RJ45? Is this a technical limitation or did no one ever decide to make SFP 2.5Gbps RJ45 modules?
The original SFP specification (INF-8074i) was intended for Ethernet and Fibre Channel use.
While Ethernet used to increment speeds by a factor of ten, FC doubled the speed over generations. At the time of SFP introduction in 2001 those speeds where 1.25 and 4.25 Gbit/s raw, respectively.
There is no support for 2.5 Gbit/s Ethernet because 2.5G is twisted-pair only and there is no optical PHY while SFP's primary use is for fitting optical modules, hence no support for that rate in an SFP slot.
Also, 2.5GBASE-T is a modified 10GBASE-T variant that requires much more power than 1000BASE-T: a potential 2.5/5/10GBASE-X SFP port would be fed with 64b/66b line code which the module would need to transcode into the -T variant with elaborate four-lane line code (DSQ128 w/ PAM-16). This is already a problem with 10GBASE-T modules which are far from general support and generally reduce the reach to 30 m.
Or more simply put: 2.5GBASE-T requires four lanes with a line code that SFP doesn't support. It would require a 2.5GBASE-X feed that isn't used anywhere else plus sophisticated transcoding. Theoretically doable, but it's probably more cost-efficient to use 10GBASE-T/-X.