I've never operated to Lanzarote but this does seem strange indeed. I checked with the Spanish AIP and they don't publish straight in minimas either. So I suppose it could be any number of reasons, such as
1) Is there any terrain to prevent straight in landings on 21? It didn't seem that way from the old plate. If it was the case then it shouldn't be named VOR21 anyway, but rather VOR-A (or B, or C...).
2) Perhaps with the new plate, a high minimas would give missed approach points at a great distance if flown straight in CDFA, which might be undesirable, so it's left out? However, you don't have to place the MAPt in accordance with CFDA anyway...
3) They didn't get around to calculating a straight in minima yet. Suprises me they would publish the approach then...
4) It's a slip from the Spanish AIP, with it just not being published, and as such Jeppesen doesn't have anything to base their plate on, hence not authorized on the Jepp...
Does indeed look strange though. Looking forward to some local operators with a more sensible answer!