Because in TCP when the data is segmented sequencing is done . But, there is no  way in UDP so that the data can be arranged back in its orginal form after it is segmented as UDP does not keep track of sequence numbers the way TCP does.That why segmentation can't be performed in UDP.

****  Well I am not a Trainer,but a Student. So, there can be a mistake but i am confident about it that it is not wrong. :) *****