"Likewise when proving: If $0\leq a<b$, and $a^2<b^2$, then $a<b$. Why isn't taking the square root of both sides done?"
There is an intermediate step to this.
$$a^2<b^2$$
$$\sqrt{a^2}<\sqrt{b^2}$$
... notice that the square is inside the square root. Recall that this is equal to the absolute value.
Square root of a number squared is equal to the absolute value of that number
$$ |a| < |b| $$
... This is where it gets hairy, and depends case-to-case.
a) Here, both values are non-negative,
... the abs of which are themselves: $|a| = a, |b| = b$
$$ a < b $$
b) If both are non-positive, $|a| = -a, |b| = -b$, The abs resolves to:
$$ -a < -b $$
$$ b < a $$ ... I prefer not to "multiply by -1"
, but rather transpose a to the right and b to the left.
$$ a > b $$
c,d) If they have different signs, The abs conditionally resolves to
$$ a < -b \quad if \quad a\geq 0,b\leq 0 $$
$$ -a < b \quad if \quad a\leq 0,b\geq 0 $$
WHICH DO NOT GIVE ANY RELATIONSHIPS BETWEEN a AND b,
...but rather with the inverse of the other.
I always live by my math professor's advice:
If you can't specify what rule you're using on your equations, don't use it.
CONCLUSION:
I hope this answers your question, as to "why you cant",
... and better yet, "why you can in some cases."