For the same reason that trees don’t have memory.
Species with memory only have an advantage over species with less memory in an environment where memory is favored.
Take the standard Democratic convention. Memory there is not positively correlated with your chances at mating.
Trees don’t have memory? Then how do know when to drop their leaves? A silly statement to be sure but no more so than:
“Species with memory only have an advantage over species with less memory in an environment where memory is favored.”