Mass; & to a lesser extent cost. Because NASA delayed the launch date of Dawn, the craft lost a valuable Mars GA which would have given the mission a fairly gutsy mass margin; so the fuel load on the current architecture is a little tight. To include one or more microlanders (whether of the penetrator kind or otherwise) would certainly limit the craft's ability to do opportunistic flyby science prior to the main mission; & could even limit what can be done at Vesta & Ceres.

A more sensible approach would be to built a designated pentrator mission which moved from penentrating flysby of target to target (rather like the cruise stage of Dawn) without ever orbiting any of them; but that kind of low level/extensive science mission is unlikely to find favor in the current environment.

Robert