I know why. It's another Coen brothers picture. Which is to say it takes the mechanisms of old movies and high-style genres - Blood Simple borrows from film noir, Miller's Crossing does the gangster thing, Barton Fink feeds off I love/hate Hollywood movies like The Big Knife - but leaves out the engine (the heart, if you please) that ran those mechanisms.
Of course, the Coens must leave out the heart. They're way too cool and well informed to give it due weight. Besides, heart is for the masses and the Coens, despite blowing dollars 40m on a major league production, are academics. They make movies for film buffs. You can hear them when they spot a lift from My Girl Friday or It's A Wonderful Life - they make an amused sound. The sort of dutiful noise wimpy students make when a professor cracks a particularly obvious joke.
It doesn't bother them that The Hudsucker Proxy is kind of creepy. A Capra flick with no feeling is a species of monster you know: a Pod movie for Pod People. Just like it doesn't bother them that the Coens patronise their own characters, use Thirties conventions in a Fifties setting (why?) and have Tim Robbins invite Jennifer Jason Leigh to see Oklahoma on Broadway, years after the show closed. That's the problem with people who know nothing except movies; everything else is a blur.