Answer before explanation: Because voter fraud is just about the most expensive, burdensome, unreliable and risky way imaginable to rig elections.
The "r" in "voter fraud" is an important letter.
VoteR fraud would be someone pretending to be someone else when voting, or pretending to be legally entitled to vote when he or she is not, or contriving to vote multiple times or in multiple jurisdictions. That is, it would be fraud by someone who is, or is pretending to be, a voter.
If I was a party or campaign operative who wanted to affect the outcome of an election, I'd dismiss voter fraud schemes out of hand. They would require rounding up a whole bunch of people, trusting those people to cast the votes I wanted cast instead of just voting however they felt like voting, and risking each and every one of them getting caught and/or turning coat and outing me. And using "illegal aliens" (as if any such thing existed)? Risible. Their chief concern in life, other than making a living, is to not get caught making a living, so why would they do something dangerous and of little or no personal benefit to themselves like trying to vote?
Now, "vote" fraud, without the "r" on the end of the word "vote," is a different story altogether. It requires many orders of magnitude fewer co-conspirators: Polling place workers and/or vote counters and/or programmers of voting machines. My co-conspirators can find ways to change votes from votes against me to votes for me, or to add fake votes to the totals.
Yes, that happens. I've caught it happening before.
If Donald Trump was asserting vote fraud as a reason for Hillary Clinton getting more votes than him in November's election, it just might come somewhat close to getting into the neighborhood of being marginally believable. But that's not what he's asserting. He's asserting (and now saying he's going to "investigate" his fantasy of) voteR fraud -- the idea that there were "millions of people who voted illegally."
[Addendum, later in the day: I don't usually turn my blog posts into Garrison Center columns, but I do sometimes, and this was one of those times]