After I have finished my Doxycycline for Epididymitis-orchitis why do I still hve swelling?

Normal. Some degree of swelling and firmness will persist for a couple of months but will be gradually getting less.If pain gets worse go back to the doctor.A scrotal support is a good idea.Best wishes.
May take time. It may take a few more days for the swelling to completely resolve. If it does not, or if you have increased swelling, redness, pain or fever, you should see your doctor.
Needs recheck. this is a serious infection, sometimes with resistant bacteria. I suggest a recheck and reevalaution with examination with perhaps a change in antibiotic therapy. Remember- no sexual relations until cleared.