Because the game is way harder than the original Super Mario Bros. Nintendo decided not to release this title in the US and Europe. Instead they changed the graphics of Doki Doki Panic and released it as Super Mario Bros. 2 in the west.
Contributed by VVP (139) on Nov 15, 2009. -- edit trivia
The NES version was only released in Japan. However, this game was released in the US as part of Super Mario All-Stars.