Why can’t I download Foxtel go on my Apple TV box?

apple don't make the foxtel apps they do, if they don't wish to compete with their box by making an appletv app it's their choice

they(foxtel) can also choose to block airplay where you cast the content from the ipad or iphone to the tv using the appletv feature if they so choose, netflix resently did this

The Foxtel Go app has been developed for iPhone and iPad, not for Apple TV at this time. Foxtel uses their own set top boxes instead for TV.

you could try to contact them and ask if they had plans on making an appletv app

(apple don't make the apps the content providers does)