Because for mainstream DSLR use, the tradeoffs are usually worse than the benefit. Active sensor cooling typically uses a thermoelectric (Peltier) cooler, which adds significant power draw, size, weight, cost, and complexity. It also needs a way to dump heat somewhere else, so the camera would need extra heatsinking and could end up with hot exterior surfaces.

Cooling can also create condensation risks when a cold sensor meets humid air, which is bad news for electronics. Startup time and reliability would suffer too.

Most still-photo exposures are short enough that sensor heating is not severe, so the noise improvement would be modest except in edge cases such as long exposures and astrophotography. That’s why cooled cameras do exist, but they’re specialized products rather than general-purpose DSLRs.

In short: cooled sensors are useful, but mostly for niche applications where long exposures justify the extra power, bulk, and expense.