Eurosport used to have live updates throughout the day, including from a team they had participating in the race who had their own satellite uplink equipment. They'd also have updates from the finish line and report from the bivouac with their own cameras. Nowadays it's mostly just a voice over of the official highlights package.
Covering the whole race stage live would be difficult, they race between fixed check points and it's up to teams to make their own way between them with no fixed route. Due to the distances and time gaps involved it would require many helicopters and relay aircraft (like how bicycle racing is covered) to make a continuous live feed that was worth watching.
The highlights package itself isn't great, I gave up watching many years ago.