I mean, it’s not because they’re Puerto Rican, it’s because they live in Puerto Rico. Someone from Iowa who moved to Puerto Rico would also not get a vote.
This is because our system allocates votes to land, not people.
US citizens don’t get to vote for president. They get to vote for who their place of residence votes for.

Up until the 60s, people in DC also didn’t get a vote, because by default only states get a vote, and it’s explicitly not a state.