If you mean: Why didn't UNIT invite him to the fake funeral in SJA "The Death of the Doctor?" - The reason given by Colonel Karim was that the Brigadier was in Peru. That might only have been an excuse, however. Considering what she and the Shansheeth were up to, the last thing they'd want to do would be to invite a UNIT officer (even a retired one) who outranked her. Karim could lie about military security to civilians and expect to get away with it; she'd know she couldn't do the same to the Brigadier. He'd get suspicious and he'd have enough clout to do something about it, there and then. At the very least, he could and would demand to speak with her superiors -- and she'd immediately be in serious trouble.
If you mean: Why didn't the Doctor invite him to Utah? - In "The Wedding of River Song" (series 6) it's revealed that the Brigadier passed away a couple of months ago, he might of already been dead at the time. However, it's not clear in what year his death occured, so it may well have been after his last appearance chronologically (in the novel "The King of Terror", 2050). What *is* certain is that the Doctor sent the invitations after discovering that the Brigadier had died, somewhere and somewhen, and so inviting him to see his death would have involved crossing the timestreams and all that jazz.