Well, on a right handed model the shells eject on the right side of the reciever. On the left handed model the shells eject of the left side of the reciever. Take the barrel off an 870. Look at it. I don't know the proper name for it but there's a "tag" on the left side of the barrel where it fits into the reciever and nothing on the right side (to allow the shells to eject). Its the opposite way on the left-handed guns.

I guess the short answer is because "they won't fit".