#Lots of reasons.
Lots of reasons.
See #4 for what I think is the most likely - this was just the order that I thought of them.
1.) No opportunity. As soon as he reached the house, the Dursleys started to make a big fuss over Dudley, not giving him an opportunity.
"DIDDY! Diddy, what's the matter with you? Vernon? VERNON!"
Harry's uncle...
...In all the kerfuffle, nobody seemed to have noticed Harry...
-The Order of the Pheonix, Chapter Two - A Peck of Owls
2.) No inclination. Everyone was yelling at him, and Dudley had just blamed him for what happened. Why should he help him?
Harry's foot was on the bottommost stair wen Dudley found his voice.
"Him."...
..."BOY! COME HERE!"
-The Order of the Pheonix, Chapter Two - A Peck of Owls
Add to this that Harry has suffered 14 years of abuse at Dudley's hands. This would probably create some negative feelings.
3.) No proof. How do we know that Muggle chocolate would even help? See this question, which makes a good case that it wouldn't help.
Dementors are of the magical world; it would seem that to counter their effects would require some kind of magic (whether that's the regular chocolate, a magical ingredient, or both).
-@Slytherincess's answer
3.5.) No proof (#2). How do we know that chocolate even works on Muggles to help with Dementor attacks? Perhaps it's effective only on wizards.
4.) He simply didn't think of it. Harry's just had some major shocks. Dementors showed up almost on his doorstep, his neighbor turns out to be a Squib, he found out that the Order has been watching him... He can be excused for not thinking of it.
It was impossible... They couldn't be here... Not in Little Whinging...
-The Order of the Pheonix, Chapter One - Dudley Demented
...
He could not believe what had just happened. Dementors here, in Little WHinging...
-The Order of the Pheonix, Chapter One - Dudley Demented
...
The revelation that his batty cat-obsessed neighbor knew what dementors were was almost as big a shock as meeting two of them down the alley.
-The Order of the Pheonix, Chapter Two - A Peck of Owls
Not so serious answers below.
5.) No need. Dudley is probably going to end up eating chocolate anyway soon, because that's what he does :-)
6.) Dudley is fat enough, he doesn't need more chocolate :-P
The school nurse had seen what Aunt Petunia's eyes - so sharp when it came to spotting fingerprints on her gleaming walls, and in observing the comings and goings of the neighbors - simply refused to see: that far from needing extra nourishment, Dudley had reached roughly the size and weight of a young killer whale.
-The Goblet of Fire, Chapter Three - The Invitation
