The reason is that the Jews were not yet in agreement on exactly which books constituted their Bible when the early Christians assembled the Christian Bible.
The Jewish scholars who later assembled their Bible rejected some books accepted by the Christians. The books are: Tobit, Judith, 1 Maccabees, 2 Maccabees, Wisdom of Solomon, Sirach (Ecclesiasticus), and Baruch; as well as parts of Esther and Daniel.
Many centuries later, some of the Protestant reformers also rejected these books, calling them Apocrypha, although the books were included in the original King James Bible as well as in Lutheran Bibles published in Germany.
I am also of the understanding that some Eastern Christian Bibles also contain a 3rd and 4th Maccabees. I don't know this for sure.