Because CUDA is a parallel computing platform, while Crafting Solver is a strictly sequential algorithm.
Solver states are sorted in a strictly determined order, and each subsequent state depends on previous calculations. Parallel processing would only make things worse and slow the algorithm down 100-200 times.
In addition, please note that there is very little value in using CPU Intensive settings. Please read the following post:
Recommended Settings for Crafting Solver
The overall gain from using all available settings is around 3-4%.