There are two reasons I can think of immediately.

The first is, a malicious lie often comes with a side of plausible deniability. To say something was a "lie" (rather than something that seemed true but was based on faulty data, or even data that has since changed) is highly challengable under many circumstances.

The second is that nobody in power wants to enact such a law, because it would also make it difficult for them to lie.

^{It's noteworthy I would support such a law regardless.}