The reason for this is that the mixed gasses used for MIG have active gasses like CO2 and Oxygen which which perform various functions like stabilising the arc and increasing the heat input but will cause TIG tungstens to become contaminated very rapidly. This isn't an issue for MIG as the electrode is being constantly consumed.
The only other gas generally used for TIG is helium, but this tends to be for more specialist applications like very high currents.