A reasonable question. Everyone has their reasons. Sally Kane provides 15 in her article on about.com (linked here), some of them more compelling then others.
Thank you for your interest in the D.C. office of ___________. Although we were impressed with your qualifications, I regret to advise you that we are unable to consider your application at this time.
Here is a link to a very helpful article (appearing in this month’s Washington Lawyer magazine) providing twenty-five suggestions that can help you thrive in private practice.
Recently, I have helped several young lawyers edit their resumes. Overall, three points: Keep the resume succinct and specific, show specialization where possible, and sell yourself.