Why doesn´t Opeth Jam?

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Some of the best live jams come from The Mars Volta, their jams are sometimes better than most of their songs.
 
The Dead are the best jammers hands down. Only jam band I find remotely appealing

Closure had an improv Keyboard solo and whatnot. The end to that song after the "In the rays of the sun, I am longing for the darkness" was definitly jamming, though the structure was maybe planned, not all that crazy instrument wanking shit.
 
Space jam was a fantastic movie. So fantastic, in fact, that my best friend stole it from my on VHS several years ago, and then moved out of state..... Haven't talked to him since. :(
 
Jimmy Page was one of the best jammers. Every show he played a different, improvised solo for each song.
 
not too many metal bands jam or improvise.. because its too structered usually.. thats why it works so well with jazz and jam bands, because they're a lot more loose and there's room to move around.

favourite bands that jam and improvise: umphrey's mcgee, medeski martin & wood, the dead, allman bros, SCI, and phish

if you're interested in reading about umphrey's mcgee very interesting jam technique or just reading about one in general. I HIGHLY recommend you read this and I HIGHLY recommend you check a few of their songs out if you like that sort of thing:

http://www.umphreaks.com/phpBB2/viewtopic.php?t=23093