Because you're adding it to the client side and the options are not passed back to the server on postback. You have to add the options to the drop down for your interface, but then have to add the values to a hidden form field to pass back to the server. Once back to the server, you'll have to do something with them. Save something like this in your hidden field:
optionvalue1_optiontext1,optionvalue2_optiontext2
Then server-side, use SPLIT to split it into an array and then parse the values based on the _.