This is because Mystery Gifts are time-limited events, and the specific events for Diamond have long since passed. While some events may have been repeated in later games, they are not available in the original Diamond version.
However, you can still access some Mystery Gifts through the Nintendo Wi-Fi Connection, but these are limited and usually involve receiving Pokémon with specific abilities or items.
Keep in mind that the Nintendo Wi-Fi Connection is no longer active, meaning you can't access any online features or Mystery Gifts for Diamond.