Why should he have done that? He explains in details his reasons, and for somebody in his position. They sound perfectly valid, and he goes out of his way to say that his refusal is in no way a indictment of the Nobel committee. Other people have refused prestigious awards in the past, without being taxed of arrogance.
His refusal wasn't about humility but about retaining his freedom by not having to carry the weight of the Nobel Academy around.
Being bestowed a prestigious honour changes the man and the perception other people have of him. He didn't want that and he -like Feynman- would have preferred that the Nobel Academy had asked him if he wanted the prize at all before making any announcement.