I think it's partly an issue of not wanting to over-complicate the first year or two of the new Xbox, a lot is riding on a good launch that continues to grow momentum. When the console is still expensive, it'll be hard to sell a VR headset alongside it. He also knows that VR is far from a deal breaker for most people, since they initially touted the Xbox One X as a VR ready console, but when they quietly dropped that, nobody really cared. Also, Microsoft seem like their goal is to have their games available on as many platforms as possible, via xCloud and introducing requirements beyond just a controller, will only complicate things. But as the tech improves, I wouldn't be surprised to see Xbox adopt VR, either their own headset or maybe one of the established PC headsets.
I'm like VR but, right now, VR isn't advanced enough to achieve mass market success, if it ever is, Microsoft will follow that money and start providing Xbox VR.