A big part of the reason is that Orion (and Apollo) reentry speeds are way higher due to the orbital mechanics involved in going to the moon and back. Today's was actually the fastest manned reentry ever attempted.
For reference the shuttle generally reentered at ~17.5K mph, and today's was 24K-25K mph.
It's not clear that we could build a craft with wings that could survive that. So then you're looking at adding fuel just to slow down, plus fuel for the weight of the wings themselves, plus fuel to carry all this extra fuel to the right place, etc.
Since these speeds are hard to grasp: That's about 416 miles a minute, or 7 miles a second. It traveled a mile in about the time it takes for a person to blink.
What would prevent them from entering into an orbit around Earth for a day or so and use that to slow down? Is that possible and would that make the reentry less risky?