Because Anime Works has notoriously bad marketing skills. Bulk of what they've published over the years has been lumps of coal with the rarity of a diamond amongst it all. For example, they also publish the
Magic Knight Rayearth anime tv series, which was one of their best titles. In my opinion that means there's hope that the Ys OVA's are good.
As for Anime Works in general... Most retailers refuse to carry their product line, for good reason, because most of what they've chosen to liscense over the years is either borderline or outright hentai. With the majority of those titles having plots that focus heavily on sexuality and far to often, homosexuality. Sereiously, I have bought random Anime Works titles in the not so distant past only to later have the regret that it's impossible to use lye soap to scrub images out of my mind that should never have gotten in; garbage like Genma Wars, Berserk, and Green Green. And Genma Wars did not even bear any sexual content warning on the packaging.
Oh, but they did manage to acquire the rights to one series I'm sure you've seen for sale in Wal*Mart,
Voltron. But you have to hunt on the packaging to find out that they published it, no doubt a concession made with mass retailers who boycott the rest of their catalog. If I'm not mistaken, I believe Best Buy is the only physical retailer left who carries any part of their title catalog outside of Voltron.