I don’t find it that surprising. Maidenpool has been part of the Riverlands for thousands and thousands of years before the Targaryens ever arrived in Westeros. And the Mootons only swore fealty after having been beaten on the field and having their lord slain in battle, so it wasn’t painless.
As to why it wasn’t included in the Crownlands…well, Aegon had already considerably extended the Crownlands by incorporating a good chunk of the northern Stormlands, and that had a deleterious long-term effect of weakening the Stormlands vis-a-vis Dorne and other potential threats. Taking Maidenpool from the Riverlands would significantly diminish an already-weak province, leading to greater problems in the future.
Also, he just didn’t need it. Aegon’s policy and that of his successors, was to boost King’s Landing as a port at the expense of Duskendale. Why include another potential competitor port?