Because the aim is to have a single file, fairly short, script. Even if we glued the lock file in somehow, it would be huge!

I prefer this myself, as almost all lock files are in practice “the version of packages at this time and date”, so why not be explicit about that?

A major part of the point of PEP 723 (and the original competing design in PEP 722) is that the information a) is contained in the same physical file and b) can be produced by less sophisticated users.