Here's why:
* Legendary Bird Trio: In the Generation IV games (HeartGold and SoulSilver), the Legendary Birds (Articuno, Zapdos, and Moltres) are divided between the two versions.
* HeartGold: Articuno
* SoulSilver: Moltres
* Ho-Oh and Lugia: The same applies to the Legendary Pokémon Ho-Oh and Lugia.
* HeartGold: Lugia
* SoulSilver: Ho-Oh
To get Ho-Oh, you'll need to play Pokémon SoulSilver. You can find it in the Tin Tower, which is located in Ecruteak City.