It is because identical twins resulting from the same fertilized egg (zygote) are actually the same individual. All the DNA in all their cells is 100% identical. They are clones. Transplantation between the two of them is equivalent to donating your own organs to yourself. Fraternal twins (from two separate zygotes) are not identical and are not the same individual. They are however more closely related to each other than they are to either of their parents.