Why not? The best explanation I can figure out is that it lacks the Windows Media Player (WMP) software. The WMP is the software that runs silently in the background unlocking the Digital Rights Management (DRM) used in our WMA audiobooks. (Most of the audiobook publishers we work with won't sell DRM-free audiobooks to public libraries.) The Microsoft website also states:
So at this time the Microsoft Surface tablet running Windows RT is only compatible with the DRM-free MP3 audiobooks and Adobe EPUB and Open EPUB eBooks. There is also a Kindle app for the Surface tablet running Windows RT.With Windows RT, you can install apps directly from the Windows Store, but you can't install desktop programs that you used with previous versions of Windows.
The yet-to-be-released Surface tablet running Windows 8 Pro (featuring a stronger processor) will run traditional Windows desktop software and (I assume) will run the Windows version of the OverDrive Media Console. Read this post for more information on the difference between the Windows OMC and the Windows 8 version.