Well, in the game it was originally introduced in (Ruby and Sapphire), you could only get one Beldum, and it was through a gift. As a result, no one expected you to go out and catch the dang thing, so Game Freak gave it an absurdly low catch rate. But then, when Diamond and Pearl came out, and you could actually go out and catch the thing, they most likely never bothered to change the catch rate. And as a result... Well, Beldums an absolute pain to catch.
Hope I could help!