My federal tax return was mailed to me instead of direct deposit and I'd like to know why that happened.

Only the IRS can answer that.  Maybe you used the wrong banking information for your direct deposit.

It's also possible your bank declined the deposit, for any number of reasons (Banks face huge fines for improper refund processing; IRS mailed check is the normal default response). Suggest you take a printed copy of your return's refund instructions to you bank to preclude a recurrence ...

Here's a FAQ from the IRS website:

"FAQ:   I requested a direct deposit refund. Why are you mailing it to me as a paper check?

"There are three possible reasons. They are as follows:

    We (IRS) can only deposit refunds electronically into accounts in your own name, your spouse's name or in a joint account.
    A financial institution may reject a direct deposit.
    We (IRS) can’t deposit more than three electronic refunds into a single financial account."

Source:  https://www.irs.gov/refunds/tax-season-refund-frequently-asked-questions