Why is it not allowed to give the won steam keys to friends?

because who can confirm they're your friends?
more likely your bots, alternate accounts etc.
if you friends want it, they should enter themselves

Aside from what already been said, If you don't like the won game, don't enter for it and let someone else here win it.
If your friend wants a game, let him or her join, so simple.

care to elaborate what you mean by friend ^^

If your friend wants the game, why can't they enter the giveaway? If both you and your friend enter and you give the key to your friend. then your friend has an unfair advantage, essentially having two entries to everyone else's one.

It's also seen as quite offensive to give something away that someone else has bought and then given to you.

Cause the gifts/keys won here are intended for personal use.
Without that kind of verification everyone can easily just win everything in sight and go sell them on a grey market site apart from what's already mentioned above
Or they could regift inside SG in order to boost their CV, imagine everyone doing that. We'd all be level 10 within days with only a few keys going around from one person to another making that system completely useless.

If you want to give a key to a friend, just give a key to a friend?!

You don't need Steamgifts for that?!