probably because anime wise, it would be impossible for every trainer to catch every pokémon. How much space do you think those professors got? xDThat's the most dumb reason I ever heard. Probably the only reason why you couldn't catch all pokémon in R/S was because they already knew about FR/LG/Colosseum
Well, lets see. Could you, in theory, catch all of the Gen I Pokemon in Red and Blue? Yes. Was the slogan present? Yes
Could you, in theory, catch all of the Gen I + II Pokemon in Gold and Silver? Yes (I know I did.) Was the slogan present? Yes
Could you, in theory, catch all of the Gen I + Gen II + Gen III Pokemon in Ruby and Sapphire? Wait....no, you couldn't. Was the slogan present? No.
The third generation broke the pattern of having all of the Pokemon readily available with the first two games. Since the audience knew nothing about FrLg until it was anounced and the "gotta catch 'em all" slogan would be misleading because you simply couldn't at the time, it makes sense for them to have dropped it. It wasn't a particularly big point as you can clearly see. Sales weren't affected by the slogan drop and all.
Moreover, when FrLg was released, you STILL couldn't catch 'em all. When Coloseum was released, you could viably start to catch 'em all, and then the event exclusives arrived, but if you missed those, then you STILL couldn't catch 'em all until XD and Emerald where released (at the very end of the Generation's lifespan.) To add to that, it's funny to note that the slogan disappeared from all media immediately after the writers took their characters to Hoenn....funny, right?
And, considering that the Anime and the Special are based off of the games, not the other way around (with the exception of Pokemon Yellow, which, lets face it, was just glorified fanservice for the anime lovers,) it would make no sense for the entire franchise to drop the slogan just cuz the anime's writers realized five seasons in that catching 'em all was impossible because "they can't fit 'em all in the Prof's lab."