Answer:
Work is given by -PdV.
It clearly means that when volume of the system changes, work is done either on the system or by the system depending upon volume change.
So, pressure change term -VdP is not included because it is indicating a constant volume.
But in case of enthalpy,
H = U + PV
So, for enthalpy change we can write
dH = dU + PdV + VdP
Because enthalpy change is the sum of all energy changes in the system that includes internal energy, P-V work and effect of pressure change.