Because recalled dialogue is not a document. MacLaren was writing down, decades later, words she says she heard as a child — and she gave no date for the meeting, so there is no way to place it, corroborate it, or check it against Twain’s own papers. Twain died in 1910; the sentence did not reach print until 1938. Nothing in his enormous published output — the books, the essays, the letters, the interviews — contains it.
Quote Investigator closes on a note that cuts both ways: MacLaren was capable of remarkable feats of memory, as her stage act demonstrated. She built a career on memorizing entire plays after a few viewings. That is a genuine reason to take her recollection more seriously than most. It is not the same as evidence, and QI does not present it as such.
From 1938 the line spread through respectable channels rather than dubious ones. Caroline Thomas Harnsberger included it in Mark Twain at Your Fingertips in 1948, citing MacLaren’s page 66 directly. Newspapers in Indiana and Ohio ran it in 1952, Dale Carnegie’s Scrapbook in 1959, Forbes in 1962. The citation dropped away somewhere along the route, which is why the line now circulates as though Twain simply wrote it.