Probably because he knows they're taking Morant & it'd be a waste of time for him.
Not only that but if he'd prefer to go to the Knicks, why try and change their mind?
While I completely endorse the notion that players have every right to do whatever they can to control where they work and live -- because they will no longer have that control for several years until they reach true free agency -- I also think at this stage of their careers that it is important to build positive relationships with every one in the league.
Danny Ainge has described how he goes out of his way during the open free agency period and and at draft combines to use every opportunity to build a relationship even with players he probably won't have a chance to draft or doesn't have the cap room to sign. The reason is their may come a time down the road when they are available to acquire.
Similarly, a player should be very careful about assuming where he'll be playing coming out of the draft is where he'll be playing several years down the road. And coaches and GMs move around among teams as well. Positive relationships are important investments.
It is certainly possible to decline a workout in a polite, courteous manner that doesn't burn any bridge so if that's the case then no big deal. I just would advise any young player to be careful not to snub any team casually.