Because during his training with Kami in Dragonball, Kami pulled Goku's tail off and used his magic to make it unable to grow back because he thought his Great Ape form being unleashed at random times would be inconvinite.
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First he lost it when Yamcha and Paur cut it off. It happened when Pilaf had trapped them and Goku was forced to transform into the Great Ape under the Moonlight. It grew back in his fight with Monster beast Giran. Second time , his grandpa Gohan broke it off in the Fortuneteller Baba saga. It grew back eventually Third and the last time was when Kami himself remove it. Then the tail does't grow back rest of Dragon Ball, the Whole of Dragon Ball Z and part of Dragon ball GT where It is forced back by Elder Kai. Then, it remains because Goku needs it to transform into SSJ 4. Hope That Helped dude.
He was born with it. The Kais helped him grow it back in GT.
DragonBall episode 13. Goku becomes a great ape and puar transforms into a giant pair of scissors and cuts his tail off. i believe he grows it back later, but im not sure.
Goku wins, but he gets help from Yajirobe who cuts Vegeta's tail off which makes him become normal again.
i think it was after goku came back with his tail and turn ssj3 when he revert back to his old state goku look at the earth and become a golden great ape in episode 30. GOKU TURNED SSJ4 IN EPISODE 35, SHORTLY AFTER HE WAS A GREAT APE.