Because those private keys are not covered by a backup of the wallet's seed. So you can sweep private keys but not import them.
As far as I know, you can’t import private key(s) into an existing wallet for the exact reason you mentioned, but you can import it (them) by creating a new wallet.
I just tested it on the Electrum for mobile and it worked. You need to click on "
create wallet" from the
Wallets menu. chooe a wallet name then choose "
import Bitcoin addresses or private keys", then you can copy-paste the private key(s).
But it’s safer to sweep private keys instead of importing them.