Just guessing, but presumably it'd involve more hardware to support the charging, for a small increase in price/size/complexity, and (probably more importantly) change the feel of the crank to be much more resistant, which would change how the games that use it felt to play.
If you've ever bought an emergency hand-crank flashlight you'll see that it takes a tremendous amount of cranking on a pretty big coil to get a decent amount of electricity. On that small crank, you would probably have to crank for hours nonstop to get 20 mins of gameplay.
Because a B/W OLED could run for ages on a single charge and the required gear and protection for crank charging would add a lot of cost, bulk and price on the product for a feature which will be a funny gimmick for the first few days and then be useless.
Same reason ebikes do not have regenerative braking and cars do not have solar panels. It's not worth it.
Alot of cost? Have you seen the price?
It's pretty cheap for what it is. The OP-1 is a related toy and it costs about $1000
It's based around £5 microcontroller and a 1 bit display. It's not cheap.
It's more similar to the arduboy which is around £50