As I understand it, primarly because due to the high energy level of x-rays, light x-ray interacts very differently with materials[1]. Primarily they get absorbed, so very difficult to make mirrors or lenses, which are crucial for litography to redirect and focus the light on a specific miniscule point on the wafer.
The primary method is to rely grazing angle reflection, but that per definition only allows you a tiny deflection at a time, nothing like a parabolic mirror or whatnot.
[1]: https://en.wikipedia.org/wiki/X-ray_optics