Largely because the design wasn't finished in time for the Rust 1.0 release, and they didn't want to commit to the API.
This way of doing things has it's advantages though. People are still coming up with new ways of generating random numbers, and in an external library you can release a major version and remove deprecated functionality without breaking anybody's code.
For comparison, here's how it worked out with C++, which now suffered through not one, but (if you count the original C standard library) two iterations of random number generation APIs with significant flaws in them.
If you need something simpler than the community's choice and don't want a dependency, roll your own. Otherwise, the ecosystem has you covered.
I will admit that I don't understand why Random is its own crate, and not in the standard library, however...