Why not? Since we're talking about definitions of words here, there's nothing in the definition of "dictionary" that precludes idioms. Indeed, having common idioms in a dictionary is useful, because you typically refer to a dictionary when you don't know something, i.e. you also don't know if it's an idiom or not. Better for the dictionary to tell you that it is an idiom (and what it means) than to simply omit it. People typically go to dictionaries to figure out the meaning of something they've just read or heard; whether or not something is an idiom, they still need to know what it means.