Here's why:
* Mystery Gift is a feature introduced in later generations of Pokemon games. Fire Red, released in 2004, doesn't have the functionality to use Mystery Gift.
* Game Boy Advance SPs don't have internet connectivity. Mystery Gift requires a connection to the internet to download gifts.
How to get Pokemon in Fire Red:
1. Trade: The most common way to get new Pokemon is to trade with other players using the Game Boy Advance's link cable.
2. Breeding: Once you have a few Pokemon, you can breed them to get eggs that hatch into new Pokemon.
3. Catching: You'll find many Pokemon in the wild throughout the game's regions.
Let me know if you have any other questions about Pokemon Fire Red!