Because generally speaking, it's not a good idea to have machines with possible links to sensitive government data not under the jurisdiction of the government that owns that data.
(Don't get me wrong, I think the existence of DOGE is a farce, but this website is literally just a blog... It's not hosting secrets, and getting caught up in conspiracy theories of it being 'hosted offshore' is missing the forest for the trees)
Edit: After reading https://www.404media.co/anyone-can-push-updates-to-the-doge-... (which lol, what competence!) it sounds like the 'not on american soil' is bowdlerized from the fact that they're running on Cloudflare pages so there isn't a 'server'.
