The same reason naive BST tree (non self balancing one) doesn't work. You need to be able to add and remove elements without any knowledge of future operations and without malicious input being able to force a degenerate structure which is equivalent to a flat linked list. It's a bit similar how treap achieves somewhat balanced tree using randomness instead of deterministic rebalancing algorithms.

If you knew all the items ahead of time and didn't require adding/removing them incrementally you could build optimal skiplist without randomness. But in such situations you likely don't need a skip list or BST at all. Binary search on sorted list will do.