Why isn't a dilation considered a rigid transformation?

It's not rigid because dilations (scale factor not equal to 1) change the length of the segments, or the distances between the points. You'll get a similar figure but it won't be congruent. For example, if the scale factor is 3, then the distances will be three times as large; or the lengths will be 3 times as long. 

To be "rigid", the lengths must be kept the same. In contrast, a reflection is rigid because the distances are kept the same. The only thing changing is the orientation (clockwise to counter-clockwise, or vice versa).