I can't speak for other countries, but in Australia, secondary school 
mathematics teaches correlation coefficient and linear regression from 
Year 11 onwards (typically ages 16 or 17). Covariance is not itself 
taught, and as far as I can tell neither the TI-83 nor NSpire 
provides a built-in covariance command.

On the other hand, other calculators such as the HP-48GX do.

Oddly, Excel provides the population (not sample) covariance:

https://support.office.com/en-us/article/COVARIANCE-P-function-6F0E1E6D-956D-4E4B-9943-CFEF0BF9EDFC

OpenOffice and LibreOffice also provide a covariance function.

I think that supporting correlation coefficient `r` and linear 
regression would be clear wins, from the perspective of secondary school 
maths. But as far as covariance goes, it would help convince me if you 
had either:

- evidence that covariance is taught in secondary schools, or at 
  least first year undergraduate statistics;

- that it has use-cases beyond "helper for calculating r";

- or that there is demand for it from people who want covariance 
  but can't, or don't want to, use numpy/scipy.