Some pressure is required to keep the head flying above the surface of the drive. Removing all gas from the drive gives you a very nasty z-axis control problem.
Same reason the US flag was 'flapping' in the 'wind' on the Moon. ;)
Without any air, there's nothing to stop the head from travelling without running into control issues. The gas molecules actually act as a buffer preventing too much movement. The head will flap about with the slightest motion like a flag in a vacuum.
Air pressure is 1kg/cm^2 ... so you will need to make a hdd that can operate under 400 kg of external load. Getting to the point of vacuum is expensive too. And hdd already require enormously precise manufacturing process.