Here's why:
* Gallade is a Generation IV Pokémon: It was introduced in Pokémon Diamond and Pearl. Pokémon Sapphire is a Generation III game.
* No access to future Pokémon: Games in the Pokémon series generally don't allow access to Pokémon introduced in later generations.
You can, however, get Gardevoir in Pokémon Sapphire, which evolves from Kirlia, which in turn evolves from Ralts. While Gallade is the male evolution of Kirlia, it was introduced later, so you can only get Gardevoir in Pokémon Sapphire.