Why?? there is no technical reason of not having the SIM from the very begining and now because of the absence of the proper standards indutry didn’t spend in teh SIM. In fact now the CDMA is also moving towards the SIM cards and in that world these are called R-UIM (Removable User identity Module). There are two standards that define this IS-808 and IS-820. China Unicomm has deployed their own propritary solution (very close to IS808) and now the industry trend is to use that solution.
To answer your “why”, USA had been using Analog technology for mobile communication. Since CDMA was invented in US and the primary mkt for CDMA was US, evry one worked with an evolution plan from Analog to CDMA. The Analog phones do not have the SIM and when CDMA started, the phone naturally were supporting Analog and CDMA and hence no one felt the need SIM card. Europe is all GSM and hence they never looked into these things. It is only in Asia that they look into both technologies, deploy both technologies and hence tend to comapre and then try to pickup some good parts from the other technology.