With SAO, it was just a matter of the fact that it wasn't supposed to have a built-in class system. Rather, your "class" was determined by the build you went, and how you set up your skillslots. Not all MMORPGs have a class system, (or at least, they don't all need it).
It was the same with ALO, which was built from SAO. It's very difficult to change the mechanics of an already existing game, and it's not like Sugou and his coders were very competent.
GGO wasn't really an MMORPG. An MMO, yes. But not so much an RPG. It had a stat system to balance out the weapons you can use, and such, but that doesn't mean anything.
Underworld wasn't a game. It's that simple. It was a simulation. It would be akin to asking why the Sims doesn't have a class system. Or real life, for that matter.