In the life of Jesus, we see Him imparting a way of life to His disciples. Fasting was a way of declaring ones dependence on God by trusting that He is the ultimate Provider, as Jesus declares in Matthew 4: "Man shall not live on bread alone, but on every word that comes from the mouth of God." 

Jesus didn't command this because it was a way of life: fasting is not a matter of "if" but of "when".