Because the mystery around the Joker is part of what makes him so fascinating. His chaotic nature is better left un - explained by a traditional origin story.
The Joker is such an iconic and unpredictable character. Knowing his origin might limit the sense of dread and randomness he embodies. His lack of a defined origin makes him a symbol of pure chaos that can strike at any time, in any way, without the need for a backstory to justify his actions.
Sure, Joker delves into the origins of the character, showing the events and circumstances that shaped him. It provides a deeper look into his psyche and the factors that led to his transformation.
The Joker has had multiple depictions, and some of them do delve deep into his origin. However, not all versions place a significant emphasis on this aspect.
One key event is his chemical accident. It changed his appearance, which was a major factor in his transformation into the Joker. Another is his failed attempts at being a comedian, which led to his mental breakdown. Also, his interactions with the criminal underworld before his full - fledged transformation played a role.
The Joker's origin is shrouded in mystery and ambiguity. Different interpretations present him as a victim of circumstances, a product of a broken system, or simply a force of chaos with no clear beginning. Each version adds a unique layer to his character.