Here's why:
* Different Generations: Pokemon XD is from the third generation (GameCube) and Pokemon HeartGold is from the fourth generation (DS). These games are not compatible with each other.
* No Direct Transfer: There is no official in-game method to transfer Pokemon from the GameCube to the DS.
Alternatives:
1. Pokemon Bank: If you have Pokemon Black or White 2 (or later games), you can use Pokemon Bank to transfer Pokemon from those games to Pokemon HeartGold. However, you would need to first transfer your Pokemon from XD to a 3DS game (like Omega Ruby/Alpha Sapphire) and then to Pokemon Bank. This method requires a lot of steps.
2. ROM Hacking: This method is not officially supported by Nintendo and can be complex. It involves modifying the game files to allow for transferring Pokemon between different generations. This is a very advanced technique and is not recommended for beginners.
Important Note: Be aware that using ROM hacking methods can risk damaging your game files or potentially lead to ban from online play. Proceed with caution if you decide to explore this route.
Ultimately, trading Pokemon from Pokemon XD to Pokemon HeartGold is not possible through official means.