Here's why:
* The game mechanics: In Pokémon XD, battles are designed to be "win or lose". If you defeat a wild Pokémon, it's gone.
* The story: Pokémon XD revolves around shadow Pokémon, which are corrupted versions of regular Pokémon. When you defeat a shadow Pokémon, it's cleansed of its corruption and returns to its normal form.
However, you can encounter and catch the same Pokémon species again later in the game.
So, while you can't capture the same Pokémon you just defeated, you have plenty of other opportunities to catch the Pokémon you want!