Here's why:
* Size: Most asteroids are relatively small, with only a few being large enough to have their own gravitational pull. This pull is necessary to hold a moon in orbit.
* Shape: Many asteroids are irregularly shaped, making it difficult for a smaller body to maintain a stable orbit around them.
However, there are instances where asteroids can be involved in a "binary" relationship, where two asteroids of similar size orbit each other. This is sometimes referred to as a "double asteroid".
So, while asteroids themselves don't have moons, there are cases where two asteroids can orbit each other.