Because the work is remarkably intricate. It requires you to get real close and personal with the work, usually with magnification. It requires complete and unimpeded dexterity of your fingers, so bulky gloves are absolutely not an option.

Depending on the work, it may also require frequent trips to the hearth for torch work. You really don't want to use an oxy/propane torch in a sealed glovebox.

In short, it's too much hassle and makes the work more difficult and much slower.