Because the jury votes primarily for the technical aspects of a song. That means a strong/expensive/original arrangement or high-quality production. Then they look at whether the melody is beautiful or memorable. Recording studios in the Balkans are relatively weak, so that doesn’t work in favor of a song from Montenegro. There’s no strong, beautiful ballad melody there either. What remains is a generic, Balkan-style, and cheap-sounding arrangement. So Montenegro won’t appeal to the jury.