Probably because Aus and NZ are actually quite small markets that are very expensive to operate (due to time involved you need twice as many a/c) and that many airlines that have the rights to do them and flew them in the past have suspended service even pre 9/11. These include NW from the US, as well as KL, LH, AF and several others. Airlines find it much more cost effective to either utilize alliances, or to even codeshare outside of them.

What i find funny is that the people that generally ask these questions are either those that wish to redeem miles for a once in a lifetime trip down under, or would probably purchase economy - not a reason for an airline to fly down under.