I agree, this is because in typical applications, the array is 1-dimensional for targets and predictions, I suppose. Usually, I do the averaging manually if I have multi-dims or just define my own MSE (only one line of code anyway).
That being said, the only real API annoyances in PyTorch I have are these loss-related things as they can easily trip you up (and things like naming inconsistencies like binary_cross_entropy expecting probabilities, but cross_entropy expecting logits).