Some things that would make sense in a project of a living being do not occur because living beings are not projects, but results of evolution. We also could thing that would be good to we be able to change our skin color like chameleons, so it should have appeared, but that just isn't the way that evolution works.
But about that specific problem... human ancestors at some time were used to not have tails, maybe tails disappeared because they are a disvantage, maybe because their bodies were becoming bigger during evolution, and tails could not work as prehensile members anymore, being just a unuseful member propense to harm in accidents; plus, having smaller tails would make them more agile. So during the generations, tails "shrank" till disappear. At this point, these beings are perfectly adapted, used to, not have tails. A tail would be a huge trouble, they simply would not know how to use that. Besides it, a tail would not ressurect entire and functional, but as a "atrophied" atavic tail, that probably doesn't carry any advantage that a functional tail have, for equilibrium and etc. In fact, is just a easy to harm unuseful appendix.
Not all quadrupedal animails have tails, for example, quadrupedal apes haven't, and horse's tails are almost meaningless compared with their body size (they look bigger because all of that fur, but above it, they're really tiny). The general answer to why any animal have a tail would be that's because it were not selected against, and can vary a lot specifically. Eventually it's target of stabilizing pressure, or pressure to conserve as it's right now. For example, cheetah's tails are thought to work as a gyroscope for balance in their hunt; variations with smaller or bigger tails in proportion with their body would be less efficient hunters. In animals were tails do not have this equilibrium use, such as lions (i guess), dogs, horses, etc, it may be a important signal of expression of mood. In peacocks it's sexually atractive. In crocodiles, that's indispensable to swimming.