Why there is no airport IATA code XXX?
It looks to me like the source site you quoted is unreliable or at least not current, e.g. it gives results for codes QQQ and ZZZ too, but they haven't been assigned by IATA. The actual IATA code for Mena (ICAO: KMEZ) seems to be MZX.

Anyway, there's no particular reason why XXX, ZZZ or any other specific combination should be assigned; they just haven't been used yet. There's also no reason why IATA should assign a code to every airport: the US alone has over 5,000 public airports but only 500 or so have air carrier service.