Electric motors have no need for one, because they have both variable speeds and generally tremendous amounts of torque to start with.
Scroll 2/3 of the way down this page to see a representative brushless DC motor performance curve, for example: http://www.johnsonelectric.com/en/resources-for-engineers/au...
There would be some minor efficiency gains from having multiple gears, but it's probably small enough that it would be hard to overcome the extra losses from having a more complex transmission.
Note that technically electric cars do have a transmission. The motor wants to spin much faster than the tires, so you want a reduction gear to let them both live in the ranges where they're happy. It's a single-gear transmission, though, on every electric car I'm aware of.