Here's why:

* Intensity describes the power per unit area carried by a wave. Power is a scalar quantity (energy per unit time). Area is also a scalar quantity.

* Scalar quantities only have magnitude, not direction.

* Vector quantities have both magnitude and direction.

While a wave itself might be described by a vector (like the electric field vector in an electromagnetic wave), the intensity of the wave simply measures how much energy it carries per unit area, which is independent of direction.