Because they have rather different meanings. Capital omega (Ω, U+03A9) is a Greek letter, with the lower-case form ω; ohm (Ω, U+2126) is a symbol used in electrical engineering with a related symbol "mho" (℧, U+2127).
Note that omega was probably used so that the 'O' wouldn't be confused with '0', e.g. 4O would be confusing, but 4Ω is not.
[1]The tesla is abbreviated 'T', joule is 'J', etc. etc.