Because Jaguar and GCN were already designed for TSMC 28nm which is going to be much more mature than GF's FD-SOI (design considerations notwithstanding, as it relates to yield). Sure, GCN is going to be ported to GF and Jaguar is supposed to be very portable in the first place. But AMD isn't ready for the former or else they wouldn't be releasing Richland with VLIW4, and for the latter we already know that Jaguar will be coming on TSMC later. And I'm sure AMD expects volumes for Kabini/Temash to at least similar to those for consoles. Based on everything we've seen thus far TSMC's 28nm is probably a lot denser than GF's 28nm (Bulk or FD-SOI). These are not small chips, for PS4's at least it's probably around 250-300mm^2.. you'd really want to keep that down.
They'd be paying an extra expense for improved power consumption when it probably isn't critical enough to be worth it.