Many reasons, none of which were really decisive.
The Mg 151 would have had to have been finagled into the wing, possibly involving redesign, especially with the modified wing radiators put in place on the F model. But it fit nicely in the engine.
They wanted centerline armament as much as possible (even the wing mounted cannons on the Fw 190 were close enough to the center that they fired through the propeller and needed interruptors). And the single 20mm was generally sufficient.
The reduced mass in the wings aided in increased roll response and rate, one of the early 109's weak points.
Redesigning the wing would have taken time, and wasn't seen as pressing until late 1943, at which point they did start increasing the armament for interceptors.