For the same reason you don't put unnecessary labels on any other foods either.
On top of that, you have a rather vocal group of people screaming that genetically modifying organisms is immoral and dangerous, even though there isn't slightest bit of proof. There are groups that are actively trying to sabotage GMO no matter what, and they don't care how many people suffer and die because of it. (One example is the politician in India that has sworn to do everything possible to keep all GMOs out of India no matter how many children go blind or people starve to death that could have been prevented by the GMOs. And it's not just rhetoric. They turned down many tons of food to a starving region because it had GMOs in it.)
Once you start labeling things as GMO, those same people that are attacking them in the first place will start claiming that the GMO label is on the food because it isn't safe, but the government won't publicly admit it, so the put the labels on it so you'll know and can avoid it, wink wink...
The FDA is aware of that dirty lie being planned because some of the gmo-opponents spoke about it publicly several years back.
So in short, you don't give ammunition to the nutjob that's already shooting up the place.