Because a number of users (IIRC, South Koreans especially) rely on the incompatibility of IE6 to view a number of their websites. (Something about certain ActiveX controls being government mandated)

Force upgrading people from these older versions will break a significant fraction of the web, at least for some users. It might even be a legal issue in South Korea.

A bunch of old megacorp in-house webapps would break if the IE would move from 6 to 7+.

Microsoft hasn't developed IE9+ for Windows XP. This might be to differentiate their newer OS'es.