Because as Zantai has said before that sort of multiplayer support needs to be built in right at the start of development.
25th May 2018 stream:
“As the question comes up all the time I will answer it one more time on stream. Dedicated servers would be a cool feature. I think if we were to have it, it would have to have happened when the game was new, when we could actually garner attention for the game and get people excited for the fact there are dedicated servers, there are seasons and all these hardcore multiplayer features. Instead we focussed on a single player experience, that is ultimately what Grim Dawn is about and we’re sticking to that, it’s working well for us. I think dedicated servers would be great, they will not happen for this game. Maybe Grim Dawn 2.”
"5th October 2018 stream:
FiskeJR :Are there any plans for “closed online servers” like in D2?
Zantai_GD :no, that is something that would have needed to happen when the game was new"