For varying reasons, many people may not want to have the same identity across websites. This opens people up to harassment, bringing issues from one site to another. It also would be nearly impossible to integrate OpenID accounts with the existing contributions of a non-OpenID account. Finally, a centrally organized organization for establishing identification is worrisome to more libertarian users. People object to drivers license and social security numbers for the same reasons.
Another, more pragmatic reason is that Wikia already supports logging in via Facebook. Most people are unfamiliar with OpenID or don't have an account with an OpenID provider, which sort of eliminates the benefit of supporting it.