Why are there no known animals with an odd number of legs?
It depends what you mean by 'leg'.

The instinctive way to define a 'leg' is based on its functional use: we use legs to walk on. But if we adopt that definition of 'leg' then there certainly are animals with odd numbers of legs: kangaroos, for instance, have a five-legged gait, functionally using their tail as a fifth leg. There is no developmental process that stops an animal from growing an odd number of appendages, and if one of those appendages happens to be used as a leg, evolution and development will have no problem with that.

However, there is another way to define 'leg', and that is by homology - 'legs' are the appendages derived by evolution from the legs of a common ancestor. Under this definition, (for vertebrates, at least) you're a bit more hard-pressed to find examples of animals with an odd number. This is because those legs are paired appendages, and the developmental pathways for the leg on one side of the body are tied into the developmental pathways for the leg on the other side of the body, so it is hard to evolve an odd number of legs from these appendages.

Hard is not the same as impossible, though. A comparable piece of evolution is the severe reduction in size of fins from one side of the body in flatfishes (flounders, sole, etc). I am struggling to think of terrestrial examples, but it is certainly evolutionarily possible to lose one appendage from a pair but keep the other.