Why so3 is not directly dissolve in water

Dear Student

Reasons.
1. It is highly exothermic reaction. 

The reaction between sulfur trioxide and water is very highly exothermic. 
SO₃ (g) + H₂O (l) → H₂SO₄ (l) 

2. SO₃ does not form homogenous mixture with water.
3. A dense fog of sulphuric acid particles is formed and it can cause 'Phossy jaw' disease.

Regards