Because he was never good enough to make it that far!!! Your basically saying it would have been better for Fed to never make the RG finals before winning it.
No I'm not saying that. I don't believe in asterisks, or at least in the sense that they carry negative connotations.
These are different situations. Before his streak of losing to Nadal at Roland Garros Federer lost to other people. Nadal is almost at the same age Federer was when he began going deep at Roland Garros and began his streak of losing to Nadal. It remains to be seen if Nadal will have a similar nemesis to overcome who keeps him from completing his career slam.