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Because symbolic Integration is an incredibly difficult task (if you want to get technical, it's an undecidable problem to integrate an arbitrary function). The step-by-step integration available through packages like Mathematica is the result of a ton of code implementing very advanced algorithms and using a lot of processing power.
Well, someone *could* write such a program for the nSpire, but it'd only work for certain integrals.
Mathematica is, overall, much better than Matlab. However, you need to get into some pretty nasty problems (Or integer math ) before the difference in abilities and performance becomes noticeable. You'll also pay a pretty nice sum to buy Mathematica.