* Chow dogs are a modern invention. The combination of a hot dog on a bed of chow mein noodles is thought to have originated in the United States in the late 20th century. There's no evidence of this dish being eaten in earlier times.
* Ingredients weren't readily available. Hot dogs as we know them are a relatively recent invention, and chow mein noodles are a Chinese dish that wouldn't have been commonly available in many parts of the world until much later.
However, people have always enjoyed combining different types of foods. It's possible that people in the past ate similar combinations, perhaps with sausages or other meats over noodles. But it wouldn't have been the exact same dish we call a "chow dog" today.