Hi,
The short answer is because AMA says so if you want to be covered under their insurance. For some reason, the rest of the world seems fine without the rudder rule, oh well...

The turbine regs state, under AIRFRAME REQUIREMENTS, item 10: Controllable rudders are required on all RC aircraft.

Doesn't matter if the model was designed without a controllable rudder, such as the Avonds F-15, it's up to you how to figure it out and install it, although by now most manufacturers have retrofits available.
Several years ago a turbine model was taking off and veered towards the pits. An AMA person reported it to Muncie and there was a knee jerk reaction to make rudders mandatory on turbine models, but not on any other type of model.
BRG,
Jon