Because iTunes allows a user to encode music to a format as well as decode it for playback. Apple keeps things in sync between the Windows and Mac client, so if full WMA support is added on one side, then it would need to be added on the Mac side as well. And there isn't a free WMA encoder/decoder built into Quicktime or available as an addon. iTunes on both platforms looks to the Quicktime API to encode or decode files. Hence the need for a license. Though, Quicktime on Windows does tie into the codec layer on Windows to be able to playback files, so they do use that to offer a conversion as a possibility of breaking peoples music collections out of WMA format.

Then there is the iPod. Anything in iTunes should be able to be synced to an iPod. Apple would not only have to pay for an encoder license for WMA for Quicktime, but also pay for a decoder license for the iPods.