#Lots of reasons. 

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*

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*

Add to this that Harry has suffered *14 years of abuse* at Dudley's hands. This would probably create some negative feelings :P

3.) **No proof**.  How do we know that Muggle chocolate would even help? See [this question](http://scifi.stackexchange.com/q/16495/33591), 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](http://scifi.stackexchange.com/a/16523/33591)*

3.5.) 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.

>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*

---

<sub><sub>Not so serious answers below.</sub></sub>

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*