Short Answer: Because Rey ISN'T the daughter of Luke Skywalker. Rey is the offspring of a failed Palpatine clone (who's the “son” of the Emperor) and his wife.
And through it all, we learned very little about Rey's parents. For instance, what were their names? That question is answered in the new Star Wars novel Shadow of the Sith by Adam Christopher. In a new excerpt, it's revealed that the names of Rey's parents are Dathan and Miramir.
Rey is not a Skywalker by blood, as she is not related to the Skywalker family. However at the end of The Rise of Skywalker Luke and Princess Leia both appear to Rey as Force ghosts, and Rey claims the name Skywalker symbolically. So, whether or not you think Rey is a Skywalker depends on your outlook.
Father of Rey
Dathan had a relationship with Miramir, who gave birth to their daughter, Rey. In addition to rejecting Sidious, Dathan married a woman named Miramir, whom he fell in love with. Together, they conceived a child, their daughter Rey, who was born in 15 ABY.
Well, now she has one, as new tie-in novel Shadow of the Sith by Adam Christopher reveals Rey's parents are named Dathan and Miramir, as shown in an excerpt published in USA Today.
The offspring of Darth Sidious' cloned son, Rey inherited her grandfather's power in the Force. Born on the planet Hyperkarn in 15 ABY, Rey was the daughter of a man named Dathan and woman named Miramir, but their names were later lost to history.
Powerfully Force-sensitive, Rey trains to be a Jedi under siblings Luke Skywalker and Leia Organa, and faces adversaries such as Kylo Ren, Supreme Leader Snoke and the resurrected Emperor Palpatine—who is revealed to be her grandfather in The Rise of Skywalker.
Affiliation(s) Zayne Skywalker was a force-sensitive Jedi Knight, and the son of Ben Solo and Rey Palpatine, a dyad in the force as the grandson of the Chosen One and the son of power force wielders, who became a legendary warrior and hero for the galaxy in the decades after the Battle of Exegol.
At first, most fans assumed Rey was the daughter of either Luke Skywalker or Obi-Wan Kenobi. And during a 2020 interview on Jimmy Kimmel Live, Ridley was asked if she knew about Rey's parentage from the beginning. She replied, "No.
What is the connection between Kylo Ren and Rey? As Kylo Ren himself says in The Rise of Skywalker, he and Rey are bonded not just by their familial legacies (Ren as the grandson of Darth Vader and Rey as the granddaughter of Emperor Palpatine) but by their unique connection in the Force.
Rey, despite learning she's the granddaughter of Sheev Palpatine, chooses to call herself a Skywalker. It's her choice. She could have called herself anything. But rather than handcuff herself to her Palpatine bloodline, she decided to take the name of the heroes who came before her.
In Star Wars: The Last Jedi, we got an answer to the question of Rey's parents: they were nobodies.
In the film, we learned that Rey was a Palpatine, and her father was a clone of the infamous Sith Lord. However, it did raise the question of why would Palpatine let one of his clones escape especially since he was later revealed to be a failed clone.
She finally learned the shocking truth in Star Wars: The Rise of Skywalker - even if she did ultimately choose to reject both her genetic family and her Palpatine name, claiming the mantle of a Skywalker instead. According to the Emperor, Rey is, in fact, a Palpatine.
Rey is Han Solo's daughter. But she is not Leia Organa's daughter--and therefore is not a Skywalker. Leia and Han were estranged when she began training with Luke.
In 19 ABY, Luke married Mara Jade. Their son, Ben, who was named after Luke's first mentor Obi-Wan "Ben" Kenobi, was born in 26.5 ABY. Ben would later become the ancestor of brothers Nat and Kol Skywalker, as well as Kol's son Cade.
For Leia to name her son Ben Solo is the greatest honor, with Obi-Wan's memory able to live on in someone she loves. It is a sweet and moving gesture, and it retroactively addresses the questions that lingered around the Ben Solo name. After all, why name your child after someone who was important to someone else?
Rey's father was a genetic clone of the Emperor himself. Her mother was the woman he loved on Jakku before hiding Rey away from the Empires agents. This reveal, too, was a shock to fans who were largely not expecting any more information on the subject as it had been put to rest in the previous film.
As the Third Sister, she was highly ambitious. Thus, her mind was set on tracking down Jedi Master Obi-Wan Kenobi, with her fellow Inquisitors assuming she hoped his capture would gain her Darth Vader's favor and therefore improve her station.
Nerdatron's advanced positronic combinatorics discovered a series of clues in Star Wars: The Rise of Skywalker (TROS). The clues led to a single, amazing conclusion. Rey Skywalker is pregnant and pregnant with twins.
Affiliation(s) Zayne Skywalker was a force-sensitive Jedi Knight, and the son of Ben Solo and Rey Palpatine, a dyad in the force as the grandson of the Chosen One and the son of power force wielders, who became a legendary warrior and hero for the galaxy in the decades after the Battle of Exegol.
Ben Solo is the love of Rey's life. Initially unknown to Rey, she forms a dyad in the Force with Ben. The dyad is an unbreakable Force-bond that makes them one in the Force, despite being born as two physically separated individuals.
The weapon had a kyber crystal at its heart, and emitted a yellow-colored plasma blade when ignited. The emitter matrix on Rey's weapon featured a rotating gear-like mechanism, which caused the emitter of the lightsaber to open up and allow the plasma blade through.
Although Star Wars: The Rise of Skywalker concludes with Rey choosing the name of Skywalker and completing her path to becoming a Jedi, it's possible that she was actually the reincarnation of Anakin all along.
Abrams has given a very off-the-cuff interview in which he says Rey and Kylo Ren are like “brother and sister.” This, of course, makes it seem like their seemingly romantic kiss at the end of The Rise of Skywalker was incest.