Perhaps to drive a more in depth story, and to really feel like a "Legend". Perhaps a big battle with it, but made to not be able to be caught. Almost solely like a boss. Make it super over powered and make it the one Pokemon out of our grasps?
I doubt this will ever happen, but how would you feel if it happened?
Maybe not uncatchable, but make it so you fight it once, and can't catch it then. It runs off after the fight. In order to catch it, you have to beat the Elite 4, catch the minor trio of the land (like the Lake Guardian trio, or Legendary Cat trio) go to a tower of some kind, reach the top, getting a special item at the top, then fight your way through a post game cave to a special room.
Only there can you use the item with the trio in your party to summon the Legendary.
Not uncatchable, but certainly very difficult to do, a quest worthy of catching a Legendary.