languages have EXTREMELY specific definitions of what is allowed and what is not. The
Java Language Specification are those rules for this language, and are available for anyone to read. You can even write your own compiler, if you like.
Those rules simply do not allow for you to have a method defined inside another method. The creators felt there was no reason to do so, an attempting it would cause more problems (for the compiler writers) than it was worth.
What do you feel you could gain by doing it that you can't get by not nesting methods?
There are only two hard things in computer science: cache invalidation, naming things, and off-by-one errors