Reasons NOT to use short-circuit evaluation:
Because it will behave differently and produce different results if your functions, property Gets or operator methods have side-effects. And this may conflict with: A) Language Standards, B) previous versions of your language, or C) the default assumptions of your languages typical users. These are the reasons that VB has for not short-circuiting.
Because you may want the compiler to have the freedom to reorder and prune expressions, operators and sub-expressions as it sees fit, rather than in the order that the user typed them in. These are the reasons that SQL has for not short-circuiting (or at least not in the way that most developers coming to SQL think it would). Thus SQL (and some other languages) may short-circuit, but only if it decides to and not necessarily in the order that you implicitly specified.
I am assuming here that you are asking about "automatic, implicit order-specific short-circuiting", which is what most developers expect from C,C++,C#,Java, etc. Both VB and SQL have ways to explicitly force order-specific short-circuiting. However, usually when people ask this question it's a "Do What I Meant" question; that is, they mean "why doesn't it Do What I Want?", as in, automatically short-circuit in the order that I wrote it.
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