It's probably most likely because you return requires a form that cannot be e-filed. There are certain forms that, if they need to be included in your return, must be filed by mail and can't be e-filed. Right off the top of my head I cannot remember the forms that fall in this category, but check your return forms and look at whether those form numbers can be e-filed. The IRS website, www.irs.gov, should be able to tell you that for a given form.
