Put simply, it’s because the forces on re-entry far exceed those during a launch, enough to tear an unprotected spacecraft apart. Rockets are built to withstand the atmospheric forces as they leave the atmosphere, but it’s nothing on the scale of re-entry.
The reason for these intense forces is the atmosphere. When a spacecraft returns from orbit, or elsewhere, it is travelling at anywhere up to ten kilometres (six miles) a second. It needs to slow down considerably to make it to Earth’s surface, and the easiest way to do this is to use the Earth’s atmosphere as a ‘brake’. Spacecraft are actually designed to make use of this, so the wide heat shield bears the brunt of deceleration as the spacecraft passes through the atmosphere. We use the atmosphere as a handy way to decelerate spacecraft, rather than relying on fuel alone.
On the way up a rocket has its ‘pointy’ end first, reducing atmospheric drag. It’s also travelling at a much slower speed than a spacecraft re-entering the atmosphere, so it doesn’t experience the same forces or heating.