I think it would have created too much disappointment for the younger audience and made them feel like they'd be missing out, since they couldn't watch Torchwood due to its adult content. Ianto and Gwen having a small role in the Series 4 finale was risky as it could have thrown them off, but to have the Doctor in Torchwood would have just been the middle finger. This is probably why he was in The Sarah Jane Adventures but not TW.