It’s a good question, and I’ve sometimes wondered about that myself!

I suppose the reason is probably that the match will have technically ended by the time the shootout takes place. The full 90 minutes will have been played by then, plus the required amount of injury time and extra time (if applicable), and the final whistle already blown. With the clock no longer running, the game would then be deemed to have finished.

Even though a shootout might sometimes be needed to determine the winner of a knockout game, the result itself can no longer be changed once the match has ended. Perhaps that’s why any ‘goals’ scored in any shootouts that follow can’t be officially counted for stats purposes.