Because we block any scripts in Drupal that could potentially be exploited. We strongly advise you use the command line tool, Drush, to install new copies of Drupal.
Having logged in to a terminal, run commands similar to this:
cd /var/www/mysite drush si
If you need to do things like create a new database from Drush then you can find the MySQL root password on your machine and you can get a full list of available options for the SI command like so:
drush help si