Several reasons:
1: Did you insert dshp.hva?
2: Did you specify Image=DSHP under your dropship entry in rules.ini?
3: Did you add a valid art.ini entry, such as:
[DSHP]
Cameo=GCANICON
Voxel=yes
Remapable=yes
~~~~~~~NEVER EVER MODIFY RA2.MIX!!!!!!~~~~~~~~~
And one other note: the programmers of RA2 added a wealth of voxels to local.mix from older CNC games, I believe dshp.vxl & dshp.hva already exist in ra2.mix. Use the XCC Mixer to see what you have. Otherwise, use the XCC MIX Editor to create a new mix file containing your vxl's and hva's. Be sure to name it expand##.mix, where ## is any 2-digit number.Avoid using the number 98,as it is already in use by several mods. Also, be sure to read 'Guide: File types' in this site (to the left).