Prokaryotes are defined by their lack of membrane bound organelles, so the reason prokaryotes don’t have them is that any cell that does have membrane-bound organelles would, by definition, not be called a prokaryote, because that is what humans have arbitrarily defined a prokaryote to be.
A more interesting question might be why cells with membrane-bound organelles evolved on earth, as far as we know, only once, among the eukaryotes, and why no other group among either the bacteria or the archaea, the two great prokaryotic groups who together make up over 2/3 of all life on earth, ever evolved membrane bound organelles.
That question takes us all the way back to the origin of eukaryotes themselves in an endosymbiotic merger between a bacteria and an archaean, and is a topic that would fill multiple books.
A very simplified answer is that, in order to support membrane-bound organelles a cell requires an active cytoskeleton and an internal membrane system, and supporting those two features requires a lot if energy, which eukaryotic cells produce using multiple mitochondria. Prokaryotic cells lack mitochondria and cannot produce energy at a fast enough rate to support such “expensive” adaptions.
