Why hasn't Gnar been added to the Kalista/Azir tier of champs?

Because he simply doesn't.

He's too gated by his transform mechanic that even when he is really strong, he has huge windows where the enemy team can take advantage of him.

Mini gnar is pretty good for laning (due to range) but when it comes to teamfights he's very weak. He's good at chasing afterwards, but in the actual fight Gnar needs to be Mega. And EVEN when he is mega, even with hugely overtuned numbers, he's not this unstoppable creature that can 1v5. His W's AOE CC is sufficiently small that he can't possibly land it on more than 2 or 3 targets. He is capable of a 5-man ultimate, but it's no where near as powerful as Malphite's would be, and way more conditional (needs terrain) and way harder to pull off successfully (doesn't come with a free dash). He can make a big play, but there's so much counterplay to prevent him making it.

When he's strong he's unfun to play against in lane, and scales reasonably well due to mega. When he's weak (as he's been for ages now) he's hugely irrelevant as the enemy can dictate when to engage on him (when he's mini).

Because unlike Kalista and Azir he doesn't always have access to what he can do.

Honestly of all transforming champs he is the only one that is done right because he doesn't have access to 6 abilities at all times.

Because he can't 1v5 like the other champs. He's a very well made champion. Too bad they make him retardedly OP during worlds then nerf him hard afterwards.

Gnar is a little bitch in lane and his kit is overloaded

but he isn't Kalista and Azir tier

gnar is really weak right now

When Kalista was at the height of her power, she was both the game's most team-synergistic and independent marksman at the same time. When Azir was strong and in the hands of a master player, he lost all of his weaknesses, becoming a lane bully that hyperscaled into the late-game with decent amounts of poke, burst, DPS, mobility and crowd control. By contrast, Gnar may have the strengths of two, maybe even three classes, but he also has their weaknesses. He may be a strong marksman and some monstrous tank-juggernaut hybrid, but he also ends up becoming either super-squishy, or a really slow, short-ranged big target. You can learn to play to those strengths and hedge your weaknesses somewhat with sufficient mastery, but even at the highest level of skill, players can still learn to exploit those weaknesses and catch Gnar at a disadvantage. That is not something you can do with Kalista or Azir, or even a champion like Jayce or Nidalee, because they have access to pretty much all of their kit at once, on demand.