Because the NFL told him they didn't want his cell phone, they just wanted a transcript of the texts on his cellphone, which he provided. And this is why the Wells report says Brady cooperated with the investigation 100%, and why the Wells report makes absolutely no mention of anything to do with the cell phone.
The cell phone issue came up later in May during Brady's appeal process. There is good reason why the NFL brought it up. They realized that the punishment meted out by Troy Vincent for "general awareness" was not in the Vice President's purview, so they had to change the punishment in the appeal to something consistent with the CBA. When they discovered during the appeal that Brady had destroyed his phone (3 months after the Wells investigation and testimony in February) Goodell used that against him. This is a big issue in the court cases (Berman ruled that the NFL never notified Brady of the basis for potential punishment beforehand and therefore could not defend himself and appeal it because he had no idea the NFL thought he had done something wrong, especially when the Wells report is explicit when it states it did not want Brady's cell phone).
The whole reason Wells did not ask for the cell phone during the investigation is that Brady was reluctant to let the league see his personal information. With good reason. Since the NFL later released his texts mysteriously to the public. This is why we came to know Brady hates his pool cover guy, and why he thinks Manning only had 2 more years to play at most, etc.