Because the event that released Shadow Tag Gothorita made it only Male.
Look at its name. It has a ♂ symbol next to it. Since Female was not released with it and Males cannot pass down abilities through breeding:
Female Shadow Tag Gothorita is Illegal.
Source: Bulbapedia/ Gothorita
P.S.: Not every single weird thing in Pokemon has to answered by "Because GAMEFREAK/ Nintendo wanted it that way." Don't be lazy. Put some effort into research.