Because Shingles is awful, for one.
Or at least that is the story we have all been told. I know personally at least 3 elderly people that have had shingles (or do right now) that had chicken pox as kids.
http://www.nfid.org/publications/factsheets/varicellaadult.p...
Getting chickenpox on purpose is not as good or better than getting vaccinated for it.
https://www.nhs.uk/common-health-questions/childrens-health/...
They do vaccinate pregnant women who never got chickenpox and people with weakened immune system, though.
https://www.canada.ca/en/public-health/services/immunization...