Because Apple will not allow people to 'purchase/rent' videos from their apps. So if VUDU/AMAZON made an app it would be to view only.
Same as it is on the iOS apps (at least for VUDU).
I don't think that's an issue so much as these companies just don't see the value in adding an app to the ATV. The ATV is hardly a success. Yes, we all thought (or hoped) that with the new ATV and the app store these companies would just rewrite their apps to be compatible. Seems there is some business reason they aren't. Probably to stick it to Apple ;-)
-Kevin