It's too big.
According to Catalyst: A Rogue One Novel, the Death Star was simply too large to have a single effective shield based inside the station. It had to make do with shielding for individual critical components and use armour, a considerable magnetic field and overlapping Turbolasers to protect the rest of the Station from orbital impacts.
“Our team is working on protecting something larger—with wider, impregnable coverage.”
“Larger than a Venator-class Star Destroyer? Is this to parry some new weapons platform Dooku has in the works?”
“So it would seem.”
Considering it, Galen prized a marker from his pocket and started to sketch his thoughts onto a napkin. “In the short run you could consider shunting a shield’s absorbed energy into a heat sink, then employ neutrino radiators to return energy to the generators and projectors themselves. It’s similar to what we’ve been doing with lasing mediums and crystals. Of course, you need to be careful about overpumping.” He continued to sketch. “Maybe multiple shield generators distributed evenly across an entire hull to enhance coverage…”
In this instance, Galen is unaware that he's working on a superweapon, but the principle is still sound. Anything larger than a Star Destroyer is impossible to shield with a single shield, hence why the Death Star II needs to have its shield projected from a ground-based installation.
It doesn't need them.
Moving down the canon scale, the Death Star Technical Companion offers the following commentary. In short, a capital ship that gets close enough to fire on the Death Star would be almost immediately obliterated by its anti-capital ship turbolasers. Anything small enough to sneak through those defences wouldn't have enough firepower to do more than dent the surface.
As mentioned earlier, the Death Star was designed without regard to
starfighter-scale opponents. It was believed that the massive armor
and sheer size of the battle station would be enough to dissuade
starfighter attacks. If foes still managed to work up me nerve to
attack, it was reasoned that no starfighter packs enough energy to do
more than raise a welt on the Death Star's thick skin. As an
afterthought, anti-starfighter turbolaser towers were installed
across the Death Star's surface, but these were not placed to create
an impenetrable screen of blaster fire. They were positioned almost
randomly, leaving great holes in any defense they could provide. In
the Battle of Yavin, the Zone Commanders frantically employed the
capital ship batteries in an attempt to eliminate the Rebel
starfighters, but these weapons proved almost useless against the
quick, tiny ships.
For this reason, starfighters can close on the battle station to
deliver proton torpedoes or blaster fire to any given target. True, a
starfighter's arsenal contains nothing that even comes close to
denting the Death Star…