Most likely because they are wild birds, and as such are flighty and not as "personable" as perhaps the Coturnix quail. I raise them, and they are flighty like pheasants and bobwhites. I have them in a pen with pheasants and turkeys, and they do quite well together. They're just not really "pet" material.
I agree, they are beautiful birds, however, and I love listening to their bubbly sounds in the brooder.
I really enjoy my little guy, he behaves more or less like a chicken and lives with the chickens. He makes great noises, he's beautiful, and he allows me to handle him and walks right nearby me when I'm in the coop. I don't know if he's a typical case, but it is possible that when they're raised with frequent handling some would make decent pets, as he is fairly tame. As opposed to ring-necked pheasants, my pheasants never tamed down and I eventually released them.