For atherosclerosis to occur there needs to be an original insult that initiates the cascade of changes that forms a plaque. Typically this is damage to the endothelium, often caused by high blood pressure. The pressure is much higher in arteries than veins and it's therefore very unlikely to occur in veins. Atherosclerosis also worsens over time as the plaque is repeatedly damaged by high blood pressure, resulting in growth of the plaque, whereas in veins a small atherosclerotic change is unlikely to be amplified in this way.