Because shiny, yet ultimately worthless knick-knacks are only desirable when you have the limited intellectual capacity of a console peasant. Console games have no depth, and require little attention as you mash buttons to get through them, so the publishers know they have to occupy the player in some other fashion, or else their products will seem to be lacking bang for the buck. Because they want to make as much profit as possible, they've found that collector's editions are the easiest way to pretend to add value. All they have to do is shove some cheap toys into the box, along with a bunch of concept drawings (that they call an "artbook"), and they can sell the whole thing at a 200% markup.
Your topic is too general. PC games do get Collector's Editions, it is just up to the publisher. For example, 2K generally tends to make their CEs for every platform, Bioshock Infinite is a good example. FF14 also has a PC Collector's Edition. I think every Blizzard game does as well. A lot of companies don't sell that many PC Physical copies in the first place so maybe the decide not to bother.
So is there a reason some of you seem to be against collector's editions? For reasons not related to hating consoles I mean.
Also I would guess they aren't profitable enough compared to the normal or digital versions. They're a niche product aimed at collectors who are a minority of customers.
Friend of mine actually has things from various games he's gotten on display. Crap like Elder Scroll's maps, a map for Baldur's Gate 2, a Marcus bobble head from Borderlands 2, a bust of Duke Nukem(that one he actually got as a gift), a Vault-Tec lunch box, New Vegas's Platinum Chip, cloth map of Brittania(only part of Ultima 9 he LIKED), ect, ect. Not anything I would pay extra for but the stuff is cool to look at if someone else has it. I think he also had some crap in storage like a Pipboy alarm clock.