Java has always struck me as a minimalist language - I would imagine that since verbatim strings are not a necessity (like properties for instance) they were not included.
For instance in C# there are many quick ways to do thing like properties:
public int Foo { get; set; }
and verbatim strings:
String bar = @"some
string";
Java tends to avoid as much syntax-sugar as possible. If you want getters and setters for a field you must do this:
private int foo;
public int getFoo() { return this.foo; }
public int setFoo(int foo) { this.foo = foo; }
and strings must be escaped:
String bar = "some\nstring";
I think it is because in a lot of ways C# and Java have different design goals. C# is rapidly developed with many features being constantly added but most of which tend to be syntax sugar. Java on the other hand is about simplicity and ease of understanding. A lot of the reasons that Java was created in the first place were reactions against C++'s complexity of syntax.