I guess because bitcoin transactions do not go through the bank, because that's what the government can not control whether it's a legitimate or unauthorized transaction.
And wherever the countries that still thinks it's illegal, it is only a concern that has a negative impact on the country and its citizens, in a various forms which indeed the advantages of bitcoin can be exploited for a negatively things. In addition, the governments is still not deepening about the technology related on bitcoin and other things that must be deepened to be able/that can indeed to advance the country.