This one is quite old, hope no one would mind me digging this up and answering.
Answer to this is very simple, but before giving a one liner there is a little bit of history behind it.
In 3g there were 2 main nodes SGSN and GGSN. GGSN was a camel carrying traffic and the SGSN was the brain... which was involved in carrying traffic.
Engs noticed it is not efficient, why the hell you want SGSN to carry the traffic? So they came up with Direct tunnel. Direct connection between GGSN and NodeB/Radio in general, to safe hops, processing power, delay(?).
This should already ring a bell.. Stop for a sec, think about it yourself, it will stay longer if you figure out answer on your own.
When the LTE was introduced there were 3 nodes, MME, SGW and PGW. PGW is camel carrying traffic, SGW is handicapped brain, and MME is The Brain.
There is no need in connecting MME with PGW. There is no thinking part in PGW, so connection with SGW is really enough.
Long story short, promised one-liner: because there is no need of doing so.