It's probably seen as unnecessary as ATC give an instruction to descend to altitude giving the QNH, so you change to the QNH once vacating the current FL or vacating the last FL ATC wanted you to report passing.
http://www.ead.eurocontrol.int/eadba...2010-02-11.pdf
Section 5.3 details this. Essentially, pilots don't need to know the transition level, so why add even more to the long ATIS messages
