Because its in the middle of a desert. Bears don't like deserts yanno.
Actually there are a few Black Bears that live in the Southwestern deserts, but it's not common. Mexican Grizzlies live in a hot arid region but it's not quite a desert. Technically the Arctic is a desert, so Polar Bears live in one, too, but that's just being picky. :biggrin:
Gamewise, they just didn't need any. Lots of other critters around, and with the exception of one and a half canines, no mammals.
It might have been interesting (if corny) if they could have woven a legendary two-headed bear into the story, somehow.