Most DSLR cameras use external memory chip to save images. Why don't they use large internal memory?
There is nothing technical stopping DSLRs from having internal storage (in fact, they already have a small amount).
One reason for not including internal storage would be that it cannot be replaced, both in the short term (once the memory is full) and in the long term (once the memory, which would most probably be flash memory, starts to fail).
Having the replaceable memory (i.e. SD cards, CF cards etc.) allows the photographer to swap out each card as it finishes, meaning more photos before having to sit at a computer and spend time, which could be used taking photos, getting the photos out off the internal memory of a camera.
Replaceable memory also means that memory failure (which is likely at some point) doesn't ruin a camera instead only a small cost is incurred, rather than the cost to replace or repair the camera.
Also professional photographers may use their cards as an extra form of permanent backup, storing the cards from each project and never reusing them.
Including built in memory is also more cost, making the camera more expensive to manufacture.
damned truths covered most of the points, but I'd also like to mention the word "large".
The way things have been going over the past few years, something that looks large today could end up looking tiny in only a few years.
With cards, it's easy to get something larger, and if it's something that's readily available (SD, CF), you effectively have infinite storage capacity - and the possibility of using an external reader so earlier cards can be read while the shoot is still happening.