There are two real reasons, the first and most important is that Microsoft never implemented SCTP. Apparently there was not enough customer demand, but that's a lousy excuse, I'm not sure what the real reason is. Perhaps they just have no one thinking about networked applications besides the Web at the moment. Sadly lack of forward thinking is something that bugs the Windows team a lot I feel. The second reason can be partly blamed on Microsoft as well, but most network devices operating at the transport layer have difficulty with SCTP. Why implement it when no one uses it right? just like IPv6 support. Anyway, apparently the difficulty lies with checksumming packets, which requires some more memory than is necessary for TCP/UDP.
It's a shame really. I think you can safely say that SCTP is the perfect gaming protocol. It supports almost all features gaming networking libraries usually implement on top of UDP just by configuring your streams.