For two major reasons:
1) One of the things universally praised from Artifact was the new characters. From the moment people saw them, people wanted to be able to play Mazzie, Rix, Sorla Khan, Kanna, and Prellex in DotA 2, with fewer people wanting to play the likes of Debbie, Keefe, and the "filler" heroes. Despite this, none of them have made it into the game as of yet while we got the likes of Hoodwinked, Void Spirit, and Snapfire. (The other thing universally praised was the music, just so we're clear).
2) Even if we take out the fact that this character was going to be released during the last TI, Dragon's Blood has only been out for ~two-three weeks as of time of writing. It takes a lot longer than that to draft up a character's abilities, get the voice actor in for recording lines, writing said lines, and creating a model for it. Even if Valve immediately saw the reaction to Kaden or Fymryn and thought we needed them in game, they wouldn't have been able to get the work done to get them in in this amount of time. As for maybe doing a cross promotion between the game and the anime, redirect yourself to point #1; they expected Artifact to be the biggest card game out there competing with Hearthstone, and they still didn't add a character from it (despite Rix being so important to the story that he had three forms, by the way).
Expecting a character from the anime was just setting yourself up for disappointment.