Because the mobile operating system used by your Windows phone is not supported.
The desktop version of Lightroom only runs on the full version of Windows. It does not run on mobile operating systems.
Lightroom Mobile is only available for iOS (iPhone, iPad) and Android.
Because Windows Phone OS is a tiny market share compared to iOS and Android so there’s no return-on-investment for Adobe to create yet another version of LR for another OS. There is no LR for Linux, either, for the same reason.