Terrain -- not suited to the wheel, no roads. Better suited to canoe, snowshoes, toboggan, sledge, and travois.
No suitable draft animals -- bison are not easy to domesticate to pull carts. Horses came later.
No need -- in Europe, Africa, and Asia, the wheel was utilized to build monuments and for agriculture -- neither were part of the nomadic Plains Indian culture. In South America, the Incas did train llamas to pull simple carts, and wheeled toys have been found.