Because there is not enough room. I got the clock/weather thing there and 8 shortcuts to the apps I use most (phone, contacts, internet etc) so there is no room left to place a widget. I now got the small calender widget on the next panel along with apps I user a bit less often. Its not ideal but I guess I have to manage as I learned creating a lockscreen app is pretty much impossible as there are no options for this in the SDK.
For me it works a lot better to have it on the lockscreen because that way I can see what appointments I got without having to do anything. I will see it everytime I turn on the phone which is a great way not to forget.