This question is not addressed in Christopher Sandford's bio of Polanski. By the time the film was to be made, there had been 30 or so productions around the world with that many different actresses in the role. So it wasn't just Glenn Close whom he decided not to cast.
My guess would be that Polanski did not want anyone who would come to the film with a performance already established that he might have to try to change. As kieran notes, not casting actors who've played the roles onstage seems to be Polanski's way in such matters.