Because it would be impossible. The atomic bomb cost an ungodly sum of money, and took a huge amount of resources. It required a team of scientists from around the world, and even then it took about 3 years to complete. Read up on all the problems the Manhattan Project had to overcome. Meanwhile the German program was hampered by their ban on "Jewish physics" and their persecution of Jewish scientists (which was an essential part of their ideology), and Heisenberg had even calculated the critical mass wrong, making the Germans think that a bomb wouldn't be possible until future technologies had been created.
And even if an ASB hands Germany an atomic bomb they still lose the war. Why? Because the Allies have a huge amount of airplanes and chemical and biological weapons. Britain would have dropped 5 million linseed cakes filled with anthrax over Germany, killing the livestock and leading to a famine. The Allies would bathe Germany is mustard and phosgene gas.