Because the symbiotic relationship between clowns and anemones is specific to the clown AND the anemone.
Any old clown can't host in any old anemone. The reason that clowns don't get stung in anemones is because the anemone does not fire the nemocysts into the clownfish's skin. This is what allows a clownfish to "host" the anemone. Why exactly the anemone does not sting the clownfish is not completely understood, but it's believed that the clownfish have something on their bodies that prevent activation of the nemocysts.
However, anemones and clowns host in nature by species. For example, perculas generally only host carpet and magnifica anemones. Maroons only host bubble tips, and nothing hosts condi anemones.
When we put clowns and anemones into artificial conditions, weirdness starts to occur. Clowns will host in corals, feather dusters, whatever has "tentacle like" appendages. Anemones might conceivably allow ... say a tang ... to host them in captivity, but all fish besides clowns are "wired" instinctively to stay away from anemones, so it's not like a fish will wander intentionally into one. Besides, it would almost certainly get stung.
Ergo, if a clown is in an anemone it shouldn't be, all of a sudden one day, a condition may change, causing the clown to get stung. If he's buried in the anemone at the time, he almost certainly would not survive. Will this happen? Almost definitely not. But it could...
Condi anemones are about the meanest out there in terms of potency of sting, so it would be really bad if it were to happen.