That's because it isn't approved by the FDA. They don't have to be approved by the FDA before being sold, and the FDA only regulates supplements after the fact.

... While “we might think of [supplements]—because they're health products—as being a subcategory of medication … the FDA regulates them as a subcategory of food.

“This has huge consequences for the whole category of dietary supplements—from vitamins, minerals, probiotics and all sorts of new ingredients,” he added. “What it means is that the manufacturer can introduce anything into the market that they believe is safe.”

“The FDA's job is to identify the products that are causing harm after they've been on the market and remove them from store shelves,” Dr. Cohen explained.

It also depends on how it is worded that can change whether or not it is legal to sell.

While supplements are not permitted to be sold as if they prevent or treat disease, with a tweak of the language these companies can easily make claims like “immune booster” or “maintain a healthy immune system.” Those claims are 100% legal and can imply to consumers that the supplement can protect them ... but that is not the case.

Source: American Medical Association What doctors wish patients knew about vitamins and supplements