why is the mean of a set of data sometimes a number not included in the set of data

Consider a very simple example in which you've only got two numbers. If they're not the same number, the mean won't be included in the set of data. Another reason why it might not be is when all the elements in the data are integers, but the mean is not an integer. In general, there's no reason why the mean SHOULD be included in the set of data.