I tried to change my operating system from Android to Windows Mobile on my HTC Sense. Now it’s not working, it only vibrates when I try to use it, and the screen remains black.
it can be ROM question or you have done something wrong. Which Rom you have used?
As for your question: Most likely because the phones hardware is not fully supported by Windows Mobile.
In general changing the mobile operating system to a different one is not intended to be done and is performed on your own risk.
Your best chance to get it working again is to try flashing it with it's original [Android] firmware.