Why wordpress.stackexchange doesn't has a domain for itself? like
wpoverflow.com or something else?
For the time being, all sites will stick with their topic.stackexchange.com. names.
Custom domains were considered for a number of the first sites done under the newer StackExchange system, but it was determined to not be an important decision relative to other factors (as outlined by toscho's link). Sites that had already gained a custom domain were allowed to keep the domain. Making each new SE site a subdomain clearly indicates the site as being part of the SE network.
Also, take a look at the domain name thread held on this very site in the early days: What should our domain name be?