Because changes of state do not involve the making and breaking of strong chemical bonds. Chemical change is characterized by the making and breaking of strong chemical bonds, and the formation of new substances (I've said this many times before here; forgive me, I can never find the link when I need to use it). read more
In a physical change, a substance is changes in any other way, but its chemical composition remains the same. In a change of state there is no chemical reaction changing the composition of the substance. read more