Because for a small aircraft, the weight and energy requirements of a compressor is greater than the weight of a small tank full of oxygen.
And the increased structural and sealing requirements of being several PSI above ambient. That will add cost, complexity and weight.
Big planes do this. In a little plane, that's expensive and heavy and you still need to have a backup system in case it fails.
Most planes use turbine bleed air to pressurize the cabin. This of course implies that the plane has a turbine and a cabin that can hold positive pressure. They are usually $500/h+ planes.