Because the Torah forbids it (Deuteronomy 22:11). There is no official reason given for this Jewish mitzva (commandment), though it is similar to the other commands prohibiting the intermingling of species (Deuteronomy ch.22) of plants and animals.
Here's the command to not combine the two together:
Deu 22:11 You shall not wear cloth of wool and linen mixed together.
Cloth manufactured of a blend of wool and linen would be called a wool-linen blend, usually with the percentage mix of each fibre indicated on the label.
Probably hand-woven cloth made from natural fibres, including linen, cotton and wool.
Cloth made from wool is called wool cloth.
It's not kosher.
According to Wikipedia: Linsey-woolsey is a ". . . coarse twill or plain-woven fabric woven with a linen warp and a woollen weft."
During the Dark Ages, cloth in Europe was made out of wool or linen. It was laborious to make and very expensive.
It's against kosher law to mix wool with linen.
Shatnez http://en.wikipedia.org/wiki/Shatnez
wool or linen. These were the only two fabrics used in the time. __ The garment was called a gambeson. It was a quilted or padded jacket made of wool or linen and often stuffed with horsehair or scraps of cloth. FYI - wool and linen were not the only fabrics available during this period. Depending on the status of the person, a variety was available including silk, velvet, furs, leather, taffeta and lace.
Wool, linen, and silk
The ancient Egyptians used Linen made from flax as clothing material.In ancient Egypt clothing was made from cotton, linen, leather, wool (though the Pharaohs considered animal hair unclean so they had very little wool).
A piece of cloth used to wrap a body in preparation for burial - otherwise called a shroud. The cloths may be made of wool or linen, though any material can be used so long as it is made of natural fibre