I'm guessing because people want to profit from mining the new coin and if the difficulty started out in the billions, that would be difficult.
![Wink](https://bitcointalk.org/Smileys/default/wink.gif)
Still though it's all relative. Some coins do merge mine from day one, like HunterCoin. They have a purpose for the coin (the HunterCoin game in the wallet) and so just need to keep transactions moving/etc, and instead of competing with BTC they merge mine. Makes a lot of sense.
I think any sha256 coin with some sort of real purpose to exist should merge mine. Only makes sense.