Because beaming up a communicator would make the episode ten minutes long. That's why.
Really, give a guy from the 19th century an iphone. He's not going to be able to do much with it, especially given it has a limited battery life. Beaming it up wouldn't be a big deal either considering he'd just be written off as crazy. Sending down away teams for a single item and risking... basically what happened, getting caught, is just dumb.