Because NA engine arn't designed to run boost, hance the higher compression on NA engine. Put some positive boost into the old girl, and you'll end up splashing all your oil and a piston or two on the road.
If you were to run positive boost on an NA engine, it would be wise not to go above 5psi, though running that little boost would decimate most turbo's cause of the already high compression from the NA engine.
If your interested in running boost, if would be best to purchase a decompresion head gasket (possibly copper, but not always) to run anything over 5psi.
On that note, running 5psi on an NA engine, and driving her hard all day, you'd end up pushing out a few pistons onto the road again. so you have to be careful. Some engine are different to others though, so if you dont try you'll never know!
Aswell as, if you were to turbo your car (In QLD anyway) you have to upgrade the brakes to the right size, for eq; Id turbo my Silva (Rb20DE) Id have to upgrade to the R32 5 stud brakes to comply with ADR rules, and be able to get it mod plated for the turbo.
On top of that, The gearbox would need to be replaced, and the dif. After driving it around for a while, you'd end up blowing them both.
Its cheaper to just buy a factory turbo, and not bother turbo'ing an NA car.
On top of the turbo, you have;
Dump pipe,
intercooler piping
exhaust,
brakes,
steering alignment,
wheel alignment,
wheels,
gearbox,
tailshaft (If need be)
diff,
Hicas,
ECU,
wiring loom,
plugs,
injectors,
fuel pump,
probably a fuel regulator,
compliance and,
Mod plates.
Its really not worth it in my opinion!