Why do transition metals not have Lewis dot structures?

They do! Bonding with transition metals can definitely be drawn using Lewis dot structures. They are generally not taught until you reach high level chemistry courses however because they do not follow the 8-electron or octet rule as most other elements as taught in high school. Transition metals have valence bonding electrons in 3 different orbitals: s, p, and d (as opposed to say, carbon, oxygen, nitrogen, etc. that only have s and p valence orbitals). Because of the additional d-orbitals in transition metals, which can hold up to 10 electrons, transition metals follow what is known as the 18-electron rule (2 from the s-orbital plus 6 from the p-orbitals plus 10 from the d-orbitals. This 18-electron counting rule works the same as the octet rule, except now you need to use both your fingers and toes! ;-)