They don't have to, and making that transfer ability carries many logistical issues. The biggest issue being that there is no known way for DS and 3DS carts to communicate with one another. Now this doesn't mean the transfer ability's impossible, just unlikely. They could make a modified cart with modified firmware, but this would likely be a costly development for little return. They could also make the transfer system cloud-based (think the GTS but it goes only to you) but there would have be a way to set this up through the Gen V game too.
Personally, as much as I want to keep my first Swampert and Latios (from my first Gen III game, and I still have them), I think a fresh start now and then is a good idea. From a competitive standpoint, when you can pull from old games, options are never truly lost, and GameFreak can never make moves significantly more "exclusive" than they used to be if they were once TMs. If they decided not nearly every Water type should get Scald and instead only five or so, it would only affect new Pokemon or those who got a significant new ability/move only in the new games. I think a reorganization every now and then is a good thing, and this would let them introduce certain older Pokemon, legendaries, hidden abilities and special moves at a metered pace, which could be healthy from a general gameplay and competitive standpoint.