Because colours aren't frequencies of light, they are perceptions that are created by our bodies. We perceive colour when cone cells in our eyes react to light. There are three different kinds and they each have ranges of frequencies that stimulate them. We call them red, blue and green cones and thus perceive those as "primary colours" but the frequency ranges that stimulate the different cells actually overlap a lot, especially the red and green ones.

Any colour you perceive is the result of the different cones in your eyes being stimulated by different amounts, and you see different colours based on how much each is stimulated. And many colours that we perceive correspond to mixes of stimulation level across the cones that can only happen when they are stimulated simultaneously by different frequencies of light.

There is no single frequency of light that will stimulate the different types of cones in the correct levels for you to perceive magenta, that only occurs if there is a mix of frequencies hitting your eyes that stimulate the blue and red cones a lot without stimulating the green cones, and as the green cone range lies somewhere in between the red and blue cone range that can't happen with a single frequency.