Because mercuric chloride is a covalent compound and is not an ionic compound. Only ionic compounds give chromyl chloride test

HCL

actually,chromyl chloride test is meant to infer whether there is hallide present in the salt.if the test proves to be +ve,then hallide ion is present in the given salt.

However let us remember that predominantly covalent chlorides such as HgCl2 and alkyl chlorides,wont give chromyl chloride test.This could be used to good purpose. Since detection of chloride by silver nitrate,followed by its dissolution in dilute ammonia and a negative chromyl chloride test would indicate that the given chloride is covalent and not ionic.

Chromyl chloride

CrO can refer to chromium(II) oxide, which has the chemical formula CrO, or to chromyl chloride, which has the chemical formula CrO2Cl2. Can you please specify which compound you are referring to?