The problem with having unsigned integer types is that it introduces new type conversion issues. If you call a method that returns an unsigned int, how do you safely pass it to a method that accepts an int? Or vice versa? A smaller set of primitive types is preferred, since it has fewer conversion issues.
Unsigned integer types are only really necessary when dealing with low-level bit manipulation, but most programs don't do this. The lack of unsigned integers makes low-level stuff a bit more difficult, but it makes the language as a whole much easier. It's a good tradeoff.