A quick search through scholarly literature (limited to articles not behind a paywall) turned up a few reasons:
- Some states are insular, meaning they do not encourage either the gain or loss of citizenship. Basically, the state controls citizenship decisions without input from the citizen.
- Some states enjoin the ethnic and legal aspects of citizenship. These states encourage citizenship by birth, but limit legal gain or loss of citizenship.
- Internationally, there is a growing trend toward multiple citizenships. This trend limits any need for a mechanism to renounce citizenship, since renouncing citizenship is increasingly less common as a requirement of gaining a new citizenship.
Insularity Ethnic Selection
Two reasons why states choose to limit renunciation of citizenship are insularity and ethnic selection. In a cross-national statistical analysis , political scientists reduced a variety of citizenship policy variables to just two dimensions. Their analysis provided two explanations for a state to limit renunciation of citizenship:
- Insular states exercise strong control over both immigration and emigration. Their policies are intended to prevent both the gain and loss of citizenship. The authors don't speculate much on this type, but the feeling is that in these countries it is the state who makes decisions about who is a citizen, not the individual. The strongest example is Denmark, although Austria, Estonia, and Switzerland are also in this category.
- Some states have an ethnocultural connection to citizenship. In these states, citizenship is more than a legal right, it is also imbued with the cultural connations (history, culture) and ethnicity. These states are likely to support a broad view of citizenship by birth, but not legal acquisition or loss of citizenship. Accordingly, these countries either don't allow citizenship to be renounced or make it relatively difficult. Countries in this category include Bulgaria, Latvia, Slovakia, and Poland.
Trends toward Plural Citizenship
There may also be a trend toward plural citizenship, which reduces any motivation to allow citizens to renounce citizenship . The legal reason to allow a citizen to renounce their citizenship is because historically, mono-citizenship (citizenship in only one country at a time) was the norm. A citizen would have to renounce their citizenship before they could become citizens of another country. In this setting, a clear way to renounce citizenship is important.
Increasingly plural-citizenship is becoming more normal. In a world where a person can be a citizen of more than one country at once, countries do not have a strong motivation to provide a mechanism to renounce citizenship. There is simply no business-case for it because people are increasingly able to gain additional citizenships without renouncing their original one.
 Vink, Maarten Peter, and Rainer Bauböck. 2013. “Citizenship configurations: Analysing the multiple purposes of citizenship regimes in Europe.” Comparative European Politics 11(5): 621–48. http://www.fcsh.unl.pt/media/cep201314a.pdf.
 Spiro, Peter J. 2010. "Dual citizenship as a human right." International Journal of Constitutional Law 8(1): 111-130. https://academic.oup.com/icon/article/8/1/111/682643/Dual-citizenship-as-human-right