Re: Why didn't they...
Because it would've needed several times more fuel than it was actually launched with, plus an extra rocket system, comprising at least 2 nozzles, plus various extra tanks, valves, pipework, control systems...
It's a bit like asking why a car doesn't have a built-in recycling system for when it reaches the end of it's life - and having to carry it around with itself everywhere. By that point, it would no longer work as a car.
However, the new polar MetOp sats are just going through a re-quote to have enough fuel to do this. In their case, they already have the rocket motors and the rest of the stuff for their mission, however the fuel to control de-orbit is still 2x what is needed for the entire 7 year mission. So it's a major upgrade in tank size and associated changes to the platform, but should allow the left over bits to land in the Pacific.