Because the USB device needs the right sort of micro processor to run PSGroove etc ... /facepalm
And be very careful if you decide to buy a pre-programmed jailbreak dongle,as a lot (probably most) of them have moved on to using the cheap pic chips, (not the more expensive programmable Atmel chips) ... yet on the websites they still state that they are up-datable.
I wouldn't bother with anything that can't be updated as PSGroove is being tweaked all the time to improve the jailbreaks performance.
You might want to check out this sticky
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