Why Double datatype is not included in sql server

Simple: it defines datatypes based on it's own data storage size, not the storage units used by the machine it is installed on, or that it's clients are using.

Think about it: how big is an integer?
For early C, is was 16 bits. For a "modern" compiler, it is 32 bits, but a longer 64 bit version is often available - but it depends on the machine the application is compiled for.

For SQL, it defines the size of it's values in terms of how much space they take up in the database and allows you to select how many bits of those are mantissa up to 53 bits, which changes the storage from 4 bytes to 8 bytes as needed. For larger values, it provides the DECIMAL type, which has a variable storage size between 4 and 17 bytes, and allows a more precise value to be stored: up to 38 decimal digits!

float and double are names used within programming languages which (sometimes) allow larger values - but not always, the language specification does not always specify how "big" a value it is. C# does, C doesn't.