Why can't I initialize my static data member in my constructor
static member variables are not associated with each object of the class. It is shared by all objects. If you initialize in ctor then it means that you are trying to associate with a particular instance of class. Since this is not possible, it is not allowed.
I presume you're referring to using it in an initialization list to a constructor. A static data member is shared among all instances of the class. It can be initialized once (by definition of initialization), so it wouldn't make sense to initialize it for each instance.
You could, however, assign it a value (or mutate the existing value) in the constructor body. Or if the data member is a constant, you can initialize it statically outside of the constructor.