How come R does not have a 64bit windows pre-built binaries?
These folks claimed they "ported" 1,500 packages to create their 64-bit version of R. If that's true, then the level of effort required might be part of the explanation why there is no free version available.
If you're not asking for a free download, the same source seems to be offering it, although commercially.
Because no suitable free compiler is available. Quoting from R-on-Windows FAQ (taken from the sources and hence with texinfo markup):
To build a 64-bit version on 64-bit Windows you will need a suitable compiler, and experiments with the Mingw64 port of @code{binutils} and @code{gcc} have failed to produce a working version on R. You are of course welcome to try a commercial compiler@footnote{such as those from Intel and PGI: there is no Fortran compiler in the Microsoft set, but @code{f2c} could be used.}, and pre-compiled versions using such compilers are available from R redistributors.
REvolution Computing has a Windows 64 bit version in their commercial / enterprise product and is expected to release a community version as well at some point, but I am unsure of the planned release date.
Follow-up A few months after this question was asked, MinGW 4.5 started to become useable for R development. There are test builds being made for R 2.11 (expected for April 2010). So this situation is changing.