Same reason Kinder Surprise is. They are dangerous and shit.
EDIT: Actually you can get them in the US, but it looks like by order only
Christmas Crackers
Kinder eggs reason
The 1938 Federal Food, Drug, and Cosmetic Act contains a section highlighting that a confectionery product with a non-nutritive object, partially or totally imbedded within it, cannot be sold within the United States, unless the FDA issues a regulation that the non-nutritive object has functional value.[8] Essentially, the 1938 Act bans "the sale of any candy that has imbedded in it a toy or trinket."[9]
EDIT EDIT: so i dont make another post, Christmas news
Doctor Who Christmas Special casting news