The reason is that it make no logical sense to do that. The point of port forwarding is to allow internet traffic (i.e. anything coming from the WAN port) to bypass the router and get processed by another device on the LAN.
The twonky service (i.e. DLNA) is running on your router and is therefore already on your LAN. Its not coming from WAN so there is nothing that can be forwarded.
DLNA is not designed to be used over the internet, just LAN. I suspect the reason is won't allow you to forward to the routers IP is that that router should already be listening to all the ports it needs to, and therefore it will not know how to handle DLNA data from the WAN side (or any other forwarded ports).
It is possible to get DLNA over the internet but your will need either a VPN or special media software.