Because he had no money, something that was important to have back then. Money over love won sadly. And when she had children with her husband, she couldn't break the family up just for him.
Back in them days, women had no power. They were pretty much treated like cattle. There was no way she could support herself in any morally acceptable way ( I mean, look what happened to his mum and to Bellino!). She was merely being practical, and once the kids came along, that was her fate sealed.
Henriette was beautiful and smart aristocratic lady from Provence. She met Casanova when fleeing from her husband, disguised as a boy. The two of them met in Italy and had a blissful relationships based on intellectual as well as sexual affinity. Their love affair lasted several months,a long time by Casanova's standards! Eventually though, Henriette had to flee Italy when someone at the court that they were regular guests at recognised her as being the fugitive French wife of Lord So-and-so. I think ultimately, she loved Casanova dearly, and would love him till his dying day, but she was a smart cookie and realised he would probably never make a good, reliable husband and bread-winner due to his restless nature. She let him be what he wanted to be, didn't try to "tame" him.As a young man he would say that marriage was the tomb of love,but in his musings as an old man he also says that he also regretted never having experienced marriage and a stable family life, describing his freedom as a sort of "slavery". Casanova was ultimately also a thoughtful man who did question his own convictions.
Casanova adored Henriette and was gutted when she left him,but I think ultimately he knew why she'd done it and respected her choice. The two of them almost crossed paths a few more times in successive years, though Henriette accurately avoided meeting him because she feared it would cause a scandal in Provence, where she settled again. They corresponded with one another till they were both old and Henriette, who was wealthy, even told Casanova that her purse was always open for him if he should ever need financial help. Their letters are an amazing testament to their enduring love. Henriette was a few years older than Casanova and he actually even sometimes felt outsmarted by her. I think their story is just beautiful. Actually, I can't think of a boring passage in Giacomo Casanova's life!!
Something about Henriette (make sure you turn down the volume on this one, as it has some annoying music!): http://www.idiom.com/~drjohn/8.html
An outline on Casanova's life with a paragraph on Henriette: http://www.kirjasto.sci.fi/casanova.htm (This piece claims that Casanova's autobiography is "unreliable", but several other accounts by serious academic sources that I've read claim that actually, most of the facts he narrates in his Memoirs have been verified as being true!)
In the second link, it mentions his connection with Don Giovanni. I don't think it gives him enough credit. It's possible that he actually helped Da Ponte with the libretto.