The legislative mandate of TSLAC is to archive the bulk records generated by the governor's office, the legislature, state agencies, etc. They have no commission, or means, to compile private records. They have the CSA Pension records because those documents were generated by a state agency, the Office of the Commissioner of Pensions.

It's a little misleading to say that TSLAC has no Confederate military records. They have tons of stuff relating to Texas units that were accepted into Confederate service, especially in the records of the Adjutant General's Office. If you can narrow your need down to a specific identifiable document, TSLAC will be more than helpful in getting that document copied and placed in your hands.