Because of nuclear physics.

Diamonds are just carbon atoms arranged in a particular repeating structure (a lattice). So you can go from, say, graphite to diamond without touching the atoms themselves.

Gold, on the other hand is not about structure, but the atomic cores themselves, which contain exactly 79 protons. Going from one type of atom to another type requires some form of fission (breaking larger cores into smaller pieces) or fusion (smashing two smaller cores together). I don't think there are (viable) fission "recipes" that yield gold. And fusion requires insanely high temperatures or pressures even for smaller atoms (were talking center of the sun here).