The likely reason, as David Lamb recently pointed out, is that God is conspicuously absent in Esther. The Eerdmans Commentary on the Bible spells out the background.
Esther purports to be recounting real events, but it is historicized fiction... The most remarked-upon characteristic of the book of Esther is its failure to mention God even once; this lack of overt religiosity caused the book to have difficulty obtaining canonical status in Christianity... the book contains no prayers or hymns, and the heroine Queen Esther is married to a Gentile, does not observe the dietary laws, and to all appearances leads a completely secular life. (Crawford, "Esther").Crawford suggests that Esther was written to provide an etiology (explanation) for how the festival of Purim came to be.
The origins of Purim are cloudy; it first appears in the postexilic period, but its antecedents may lie in a pagan festival, either a Persian or Babylonian spring festival... The genre of the book of Esther is a novella or short story...It gets even more curious. There are three different versions of Esther. Jews and Protestants use the Masoretic edition in their Bibles. Catholics and Orthodox use the longer Septuagint version (which does mention God and add a layer of piety). A third Greek version is similar, but not identical, to the LXX.
So what's going on? David Lamb, who teaches at Biblical Theological Seminary in Philadelphia, writes:
The problem with Esther, as many Bible readers already know, is that God is never mentioned in the book. Neither of the most common terms for God appear (elohim, YHWH) any where in the book. Unlike the book of Daniel, the book of Esther never records anyone praying, receiving a vision or a dream, or meeting with an angelic being.
When Christians talk about the book of Esther, it can feel a bit like we’re playing Where’s Waldo? We search diligently as we read each verse, running our finger over the text looking for God until we reach a point and yell out, “There he is!”
I’m trying to avoid a “Where’s Waldo?” approach to finding God in the pages of Esther, but perhaps that’s inevitable. The divinely inspired biblical authors felt the need to record Esther’s amazing story, and then include in the canon of Scripture, so I’m sure they had a good reason to do so.David's bemusement is understandable if we assume that the "divinely inspired biblical authors felt the need to record Esther's amazing story, and then to include [it] in the canon of scripture". I'm a bit confused here, though. Is he actually saying, as he seems to be, that the authors canonized the text? (I have this mental image of Moses, three guys named Isaiah, David and Daniel sitting around in the heavenly boardroom and Jeremiah calling for a show of hands: "Esther, in or out?") Is he implying that "Esther's amazing story" is historical? If so, then I guess that Esther's inclusion in the canon must have "had a good reason" behind it.
Then again, what if we simply follow where the evidence points and concede that Esther is historicized fiction, an intriguing etiological novella that was part of an emerging national literature in ancient Israel? It's in the Bible because people other than the "inspired authors" put it there. What if we give ourselves permission, along with the early Christians, to wonder at its relevance and legitimacy as scripture? Is that such a scary question? Isn't this a better approach than playing "Where's Waldo", when "Waldo" is clearly nowhere in the picture to begin with?
To attempt to shoehorn God into the Esther story - unless you're willing to accept the primacy of the LXX version - seems to me more eisegesis than an exercise in exegesis.