Probably because they were up in Scotland and out of his reach. Henry wanted to continue ruling England after he died so he wanted heirs he could mold to his views. His children and his sister Mary’s children and grandchildren grew up in England where he had control over them.
For starters he and Margaret didn’t like each other at all, starting with squabbles over their parents’ estates (Margaret said Henry never gave her the share of jewelry she was supposed to receive or finished paying her dowry installments after their father died). Margaret was unhappily married to the Scottish king but that still didn’t make her happy when the English killed him in battle. (Henry expressed pride but was probably secretly furious that his queen Katherine of Aragon actually led the troops as he was out of the country- she wore a special set of maternity armor as she was about 7 months pregnant at the time with a son who was born dead a few weeks later.)
Henry later got furious when Margaret remarried without his permission AND when she divorced without his permission. (James IV’s body was never 100% established as his so there were lots of rumors he faked his death; even Margaret used this rumor when trying to annul her second marriage.) At the same time Margaret was very pro-English, but while Henry had no problem with the English throne ruling Scotland he didn’t want the Scottish throne to rule England.
Another major falling out was when her son James V betrothed Marie de Guise, who Henry had his eye on between Jane Seymour and Anne of Cleves. He also had his eye on James and Marie’s daughter Mary (queen when she was a few days old) for his son Edward VI and even tried to kidnap her but the French got her first. The French alliance insured that Scotland would remain Catholic (which of course it didn’t- in fact Mary being abroad in France was when the Calvinists started getting a toehold) which also caused major problems.
Well, he did so by Act of Parliament. In modern-day theory at least, that trumps all, and I think it more-or-less did so at the time as well. They seem to have been more pragmatic than legalistic back then, though: the King (or Queen regnant) was whoever was the King (or Queen regnant). I guess the pattern was set by Henry’s father, who was declared by Parliament to be King on the basis that he was King. That declaration was only binding because the King was a party to it!
Both Elizabeth and James had Acts of Parliament passed asserting their lawful succession to the throne. Of course they were only Acts of Parliament because they received the royal assent of Elizabeth and James.
IIrc, Mary didn’t have an Act of Recognition passed in the same form, but she did have an Act passed acknowledging her right to rule in her own right as a woman. And of course this also was only an Act of Parliament because it was given the royal assent of Mary herself.
Presumably Lady Jane Grey would’ve also had an Act of Recognition passed by the English parliament, if people’s sense of natural loyalty hadn’t swung things for Mary before she got a chance to do so.
Incidentally, for those interested in such things, the Irish parliament also passed Acts of Recognition along similar lines not only for the above bods, but also (iIrc) for Charles II, James II, Williamandmary, and George I. I can’t imagine they were entirely happy about the latter at Whitehall, since the passing of an Act of Recognition surely implied a reasonable doubt as to the status of the Act of Settlement in Irish law. It was only a few years later that Westminster passed the Declaratory Act (which subsequently formed the model for the Declaratory Act aimed at the American colonies).