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?)
In alpine skiing the force of movement comes from skiing downhill, but in cross-country the main force is made by skier. Freestyle skiing is nearer alpine skiing, but it has artistic elements and alpine skiing has not, because all that matters is how fast time you get. So, alpine skiing is more like speed skating and freestyle skiing is more like figure skating: the other pair has just time element and the second pair has judges evaluating performance and giving points.