This is due to the nature of the Pokémon Transfer System, which is a one-way street from the DS games (Diamond, Pearl, Platinum, Black, White, Black 2, White 2) to HeartGold and SoulSilver.
Here's why:
* One-Way Transfer: The transfer system is designed to bring Pokémon from newer games to older ones. It doesn't allow transferring back to the DS games.
* Permanent Transfer: Once you transfer a Pokémon to HeartGold, it becomes permanently linked to that save file. You can't retrieve it or send it back to the DS game it came from.
Therefore, be careful about what Pokémon you choose to transfer as you only get one chance!