They didn't because they never existed. That which doesn't exist would not have a belly button. And if you actually fall for the creation MYTH, they wouldn't have belly buttons. They weren't born. But they still never existed. But only because that story never happened anyway. So... Yeah. Never existed.
Humorously, I've never thought to questions this, but since Adam & Eve were inherently created outside of the womb, it is sufficient to believe that they did not in fact have belly buttons. Belly buttons only exist on the human body because the "button" is where the connection with the umbellical cord was found. Since Adam & Eve never received nourishment from within the womb, they did not have a need for a belly button.
Belly buttons come from the umbilical cord. Both Adam and Eve were created, not born of a woman's womb. So I do not believe that these two first beings had belly buttons. They were belly buttonless. That is my own opinion.