Three reasons:
Profit margins, as mmntech said... and to be truthful, I'm not that angry. That's how businesses make profit and continue forward. It's why Apple has most of the industry's profits and part of why Samsung has seen its profits plunge. When all you sell is 16GB phones, you don't make much money.
The second is design. MicroSD slots take up a lot more space than you'd think, since you need added space inside for both the reader and its interface with the mainboard. That forces you to make a thicker (or just larger) phone. If you look at a teardown for the Galaxy S6, you'll notice that there's very little free space -- Samsung might not have even had the choice of putting in a microSD slot in something so slim.
And finally, simplicity. A lot of geeks like microSD because it lets them quickly load up on pirated videos or copy specific photos to their computer, but it also introduces a number of problems: wasted space through partitioning, slower performance, thinking about which cards you want to use, and so on. There's a refreshing straightforwardness to getting a 64GB iPhone or Galaxy S6 and knowing that you don't have to buy something more to hold 5,000 songs, or that apps will take ages to load because you put them on the SD card.