Because Emps didn't want any daughters, so there's no girls to get gene-seed from. However, it was almost possible to create female Space Marines through the Daemonaculaba, but it was destroyed soon after creation for being absolutely terrible.
For what it's worth, if you want female superpowers, there's always Malal. His greater daemons, the Guardians of Contradiction, can turn girls into what are effectively his daemon princes, the Maidens of Malice. The benefit from this is that they have no obligations to do anything, because even if they turned around and murdered the Guardian after this, that would also be Malal. In theory, an Eldar that did this would not only gain awesome powers, but also become protected from Slaanesh, since it's not race-locked.