Here's why:
* Rhyperior's introduction: Rhyperior was introduced in Generation IV (Diamond, Pearl, and Platinum), while Pokemon Mystery Dungeon: Sky is a Generation III game (based on Ruby, Sapphire, and Emerald).
* Generation Compatibility: Pokemon Mystery Dungeon games generally only feature Pokemon from the generation they are based on, with a few exceptions.
Therefore, Rhyperior, being a later generation Pokemon, is not present in Pokemon Mystery Dungeon: Sky.