It's pretty simple, really: because that would mean that He-Man lost. OK, so maybe he defeates Skeletor, but if Skeletor's son, or anyone, rises up again, it means that he did not vanquish evil completely, and that's what you want the hero to do. (At least I do.) Obviously, like with any comic or similar thing, obviously I don't want the story to wrap up cuz then the franchize would end, but in their reality I do envision He-Man and his allies defeating Skeletor, Hordak and King Hiss once and for all, but if their sons are still fighting, that means it didn't happen, and that just doesn't sit well with me because it makes it seem like he failed in his mission.
Not to mention that I hate the idea of Skeletor having any kids at all because I don't like the idea of he or Evil-Lyn wanting to have children; to me it makes them less selfish and thus less evil. Skeletor wouldn't want to share his would-be empire with ANY one, even his own child, and Evil-Lyn's lust for power oughtta drown out any sound of her biological clock ticking with the greatest of ease.