Because there is no evidence of him reading something. Some people thinks that Mance was taught how to read and write at the Wall. He was captured as a child and the Wall lacks the men with these qualities.
Jon understood the necessity of literate men only after starting to regarrison the old castles. Before that, there was no need to push men into reading lessons. And Jon has a very different view of wildlings from the previous LC's. So, I can think of no reason why Qorgyle (or the one before him) wanted Mance to learn to read and write.
“Your son has no king’s blood. Melisandre gains nothing by giving him to the fire. Stannis wants the free folk to fight for him, he will not burn an innocent without good cause. Your boy will be safe. I will find a wet nurse for him and he’ll be raised here at Castle Black under my protection. He’ll learn to hunt and ride, to fight with sword and axe and bow. I’ll even see that he is taught to read and write.” Sam would like that. “And when he is old enough, he will learn the truth of who he is. He’ll be free to seek you out if that is what he wants.”
Gilly's child is still a baby. That is why it should be easier to give him the training by a maester. This training requires patience and obedience, which Mance lacks both.
“Our false king has a prickly manner,” Melisandre told Jon Snow, “but he will not betray you. We hold his son, remember. And he owes you his very life.”
“Why did he desert?”
“For a wench, some say. For a crown, others would have it.” Qhorin tested the edge of his sword with the ball of his thumb. “He liked women, Mance did, and he was not a man whose knees bent easily, that’s true. But it was more than that. He loved the wild better than the Wall. It was in his blood. He was wildling born, taken as a child when some raiders were put to the sword. When he left the Shadow Tower he was only going home again.”
“Was he a good ranger?”
“He was the best of us,” said the Halfhand, “and the worst as well. Only fools like Thoren Smallwood despise the wildlings. They are as brave as we are, Jon. As strong, as quick, as clever. But they have no discipline. They name themselves the free folk, and each one thinks himself as good as a king and wiser than a maester. Mance was the same. He never learned how to obey.”
Mance was with wildling raiders. He was not an easily moldable child. There is another one we can compare him to.
Squirrel answered for herself. “Out a window, and straight down to the godswood. I was twelve the first time my brother took me raiding south o’ your Wall. That’s where I got my name. My brother said I looked like a squirrel running up a tree. I’ve done that Wall six times since, over and back again. I think I can climb down some stone tower.”
Squirrel started climbing the Wall and raiding at 12. I think Mance was no different than her. There is even a younger version of Squirrel.
Two of the boys were girls in disguise. When Jon saw them, he dispatched Rory and Big Liddle to bring them to him. One came meekly enough, the other kicking and biting. This could end badly. “Do these two have famous fathers?”
“Har! Them skinny things? Not likely. Picked by lot.”
“Are they?” Tormund squinted at the pair of them from his saddle. “Me and Lord Crow made a wager on which o’ you has the biggest member. Pull them breeches down, give us a look.”
One of the girls turned red. The other glared defiantly. “You leave us alone, Tormund Giantstink. You let us go.”
“Har! You win, crow. Not a cock between ’em. The little one’s got her a set o’ balls, though. A spearwife in the making, her.”
Therefore, Mance was half a raider himself when he was captured. He never learned to obey. It is better to assume that he was never given a maester's lessons. Rather he must have been trained as a ranger all along.