Probably because ski jumping and cross-country skiing are quuuiiiiteeee a bit different (and no ski jumper also competes in cross-country and vice versa; that's why there's a separate sport, called nordic combined). Meanwhile, all the alpine skiing categories are much more similar than the nordic skiing categories (you ski down a slope while maneuvering the gates). That's why a whole bunch of skier compete in more than one category (usually the "technical" skiers do slalom and GS, while the "speed" skiers do super-GS and downhill, but there have been many skiers in the past who competed in ALL of the 4 major categories).
Sorry, but ski jumping and cross-country skiing are way too different to lump together under the "nordic skiing" umbrella term.
(What the heck is biathlon?)