Because its not a Master/Apprentice relationship and bond. Its less personal and more about business. He does indeed have a similar connection to Mara that he does with Vader, but with her, she serves a specific purpose while she's under his employement. Think of her as sort of a captain of the royal guard sort of individual. Palpatine is Vader's proxy, but Mara is more like a stuwart. Where Vader is dispatched to imperial forces for whatever reason, Mara is used for different means, usually assassination, scouting, and spying. These are things Vader does not do. He is a commander and his presense in the Empire is more technical, yet somehow unofficial.
Alot of imperial officers loath Vader because of the special treatment he recieves. He's not officially an officer, but as the Emperor's sign-man he has the authority to control fleets and issue orders as if he was. Because Vader was a threat to their miltary careers and proved to be an obstacle toward them moving up the promotion chain, some imperial officers tried to have Vader assassinated.
While an admiral has the authority to command a fleet and those below him, Vader is like the neck of such a force, and the neck can move the head any way it wants to. Palpatine is the heart however, and because his authority and power was so absolute, the imperial forces, after his apparent death, were split and some turned on themselves to try and gain power over the other factions. Though Thrawn would later reunite them, and then Palpatine surely would later.
Mara was trained as an apprentice would be, but she was not trained to be Palpatine's sucessor. Thats the distinguishing need-to-know factoid. She was trained to be a personal agent and bodyguard when either Vader was not available or he needed someone else to do it. Such as keeping tabs on Luke. This was better served by Mara than Vader, for obvious reasons, and Vader did the same.
Darth Maul was alot the same way. He was trained to be a pure killer and nothing more. And he didn't want more because Sidious had completely dominated his will at such a young age. He broke him and managed to get Maul to accept full subserviance to him and the Dark Side. Therefore Darth Maul (Sarin) was perhaps the most loyal apprentice Palpatine ever had.
