NASA's previous rovers?

They need power, and most of the rovers get their power by pointing their solar arrays at the sun. However, the arrays get covered with dust and the batteries lose their charge. Even with working solar arrays eventually the batteries won't hold a charge. No power, no working transmitter (or receiver). No radio, no communication.

Spirit and Opportunity worked as long as they did (as far as I know, Opportunity is still working) because wind storms swept some of the dust off the arrays, but it does build up over time.

Of course, Curiosity's power is Nuclear Core so it should be able to handle dust far better but eventually that nuclear core will run out of power (years).

Generally, NASA builds this equipment to work for a specific amount of time, not forever. The longer you specify it to work, the more redundancy you need to build in, the heavier grade material you need to use, etc, etc ... in short, the bigger and heavier the equipment you need to send. This in turn means the bigger the space craft, which means the bigger the launch - which increases exponentially the cost of the mission. Adding a year to the mission might easily tripple the cost of the launch.

The rover is out of juice (electricity) to power the radios required to communicate.