Perfect Forward Secrecy in PGP/asynchronous email
Keeping a complete history of messages/keys

Perfect forward secrecy is great to protect "stream kind" of messages, but that does not really fit what OpenPGP is (mostly) used for. Often, OpenPGP messages are sent and read from different machines, at different times, in different order. While OTR (offering perfect forward secrecy) does not rely on external mailboxes (like IMAP servers) holding messages for long periods of times, mails often are kept a long period of time, and you might want to store them in their original, encrypted form. Perfect forward secrecy does require to have a unique store of a message (or at least key) history, something OpenPGP does not require. And storing such a history would again partially counterfeit the benefits of perfect forward secrecy, anyway.

Perfect forward secrecy might simply have been too young

Finally, OpenPGP had its first revisions pretty much at the same time perfect forward secrecy was discussed first. A likely (additional) reason is perfect forward secrecy wasn't on Phil Zimmerman's scope at all at that time.