Why don't mitochondria have plasmids?
The mitochondrial genome is highly reduced; many mitochondrial genes have been transferred to the nuclear genome (see endosymbiotic gene transfer) and therefore the mitochondria are fully dependent on the nucleus to function.

Bacteria need not necessarily have a plasmid. Usually, all the important genes are present in the chromosomal DNA. Since the mitochondria have lost most of their genes and retain only a few genes that are highly essential for their function, the likelihood of retention of any plasmid DNA is very low. However, there are some reports of plasmid-like DNA in mitochondria (mostly in plants).


Handa (2008): in Brassica
Robison et al., (2005): in carrots
Collins et al., (1981): in Neurospora (a fungus)


Likewise, chloroplasts also harbour plasmid-like DNA (google-scholar hits).