I think it's because there aren't as many mature libraries for data scientist to use. That and prototyping isn't as friendly as it is in something like Python.

In terms of things similar to numpy there's Accord.NET which is a very solid library but as far as I know, it's really the only mature/common one used.

Another thing is that .NET more or less focuses on traditional software development which I think can be considered cumbersome to work with if you're trying to test stuff quickly.

Little disclaimer, I'm not a data scientist but these are things I've noticed while deving with .NET so I'm not sure how much they actually apply to the day to day for a data scientist.