Here's why:
* Version Exclusives: In the fourth generation games (Diamond, Pearl, and Platinum), Dialga is a version exclusive to Diamond. This means only players of Pokémon Diamond can catch Dialga in its original game.
* No Trading: While you can trade Pokémon between different games, HeartGold and SoulSilver weren't released with the same compatibility as newer games. You can't trade Pokémon directly between the fourth and third generations.
To get Dialga, you'd need to:
1. Obtain a copy of Pokémon Diamond: This is the only way to get Dialga in its original game.
2. Trade it to another game: If you have access to a later generation game (Black/White, Black 2/White 2, etc.), you can trade Dialga to those games using the Poke Transporter.
Note: You can't get Dialga in Pokémon HeartGold through any special events or glitches.