Because according to Russell, the amount of copies The Damnation Game sold was "way down here," compared to the newer albums, which were like "way up here." Russell, Lepond, and P all said that they didn't really "feel the vibe" when they rehearsed the song for ProgPower. They played it once, and I doubt they'll ever play it again. I do remember Lepond saying that he would "love to play Whispers," but right now the band is pretty much strictly promoting the newer stuff.
That said, if a song from The Damnation Game does squeeze its way into the band's set in the future, my guess is that it will most likely be Dressed to Kill or the title track.