There are two big reasons for this. It has already been pointed out that it is against Federation Law, but also Voyager itself did not have the expertise or resources to build a successful one.
Against Federation Law - This is specifically in relation to The Treaty of Algeron of 2311, which was a treaty signed with the Romulans. Not only did this treaty establish the boundary of the Romulan Neutral Zone, it also required that Federation Ships not equip cloaking devices on their starships. This also limited research into them significantly, so the Federation may have had secret and illegal research projects into designing them, none had been successful to date at the launch of Voyager. The Federation may have intel and tactical data on cloaking devices from the Klingons and Romulans, but there are no canon sources of actual trading of engineering data or technical specs of the devices themselves. So the Federation is limited to sensor data on how the device operates, and even then with particular ships and power sources those devices have been designed to specifically operate with.
No expertise or resources - This goes into the successful design of a federation cloaking device. With regard to the Pegasus, not just designing a federation cloaking device, but a phasing cloaking device proved deadly for the ship and her crew. Even though the Enterprise successfully used said device, it was only because of the dire circumstances they were in, and was not guaranteed to work as intended. Other than this single prototype, there was no other federation cloaking device prototypes to design off of.
As for the mines from DS9, there are two variables to account for. First of all, this occurred several years into Voyager's journey and DS9 having a working cloaking device to work off of.
So when Voyager entered the Delta Quadrant, the ship was already looking at limited resources, which would have made prototyping any such device prohibitively expensive. Especially accounting for the facts that the prototype may not be effective at first, or cause some sort of "Star Trek-esque" failure due to a malfunction.
Designing from scratch, and building from scratch, a cloaking device for Voyager was just not feasible.