Because they had basically no idea about it themselves. Dave did a good job in the first episode because he had read some of that book, but the subsequent episode(s?) was just rushed with Dave having no new knowledge to go off so the whole thing ended up being a waste of time.
Dwarf Fortress can be the source of epic amazing stories. But you have to have a pretty deep understanding of the interface in order to find it. I'd love to see Dave spend several months getting used to the game and then revisiting it.
But I have a feeling it'd go down like this:
Dave: "My manically depressed woodcutter decided to hold a party in the dining hall, then went apeshit and murdered two other dwarves before he was taken down."
Vinnie: "I just see a bunch of red and symbols, ha ha ha."
Dave: "Yea, but if you go into this menu you can see that Rocky Derpahurr has lost a leg because of the fight."
Vinnie: "I still just see a bunch of red and symbols."