Why can we not form immunity against the tetanus toxin?

Can but transient. As a peculier feature of our immune system, it seems better at forming long term immunity to viral agents than bacteria or products of bacterial metabolism. Our resistance to natural measles can be lifelong, but to whooping cough the best we can get is 5-10 yrs. The tetanus shot we get provides us with transient (5-10yr) protection. A tetanus survivor is also not immune long term.
Tetanus toxin. Due to its extreme potency, even a lethal dose of tetanospasmin may be insufficient to provoke an immune response. Naturally-acquired tetanus infections thus do not usually provide immunity to subsequent infections. Immunization (which is impermanent and must be repeated periodically) instead utilizes the less deadly toxoid derived from the toxin.