This is because these are declarations, and will only be evaluated once when the page is loaded! (Just as if you were creating a class and had variable initialization declared in it.)
Now that you know how to do this -- it is in general not a good idea to use variables as shown here. The JSP usually will run as multiple threads of one single instance. Different threads would interfere with variable access, because it will be the same variable for all of them. If you do have to use variables in JSP, you should use synchronized access, but that hurts the performance. In general, any data you need should go either in the session object or the request object (these are introduced a little later) if passing data between different JSP pages. Variables you declare inside scriptlets are fine, e.g. <% int i = 45; %> because these are declared inside the local scope and are not shared.
The JSP you write turns into a class definition. All the scriptlets you write are placed inside a single method of this class.
You can also add variable and method declarations to this class. You can then use these variables and methods from your scriptlets and expressions.
To add a declaration, you must use the <%! and %> sequences to enclose your declarations, as shown below.
<%@ page import="java.util.*" %>
Date theDate = new Date();
System.out.println( "In getDate() method" );
Hello! The time is now <%= getDate() %>
The example has been created a little contrived, to show variable and method declarations.
Here we are declaring a Date variable theDate, and the method getDate. Both of these are available now in our scriptlets and expressions.
But this example no longer works! The date will be the same, no matter how often you reload the page. This is because these are declarations, and will only be evaluated once when the page is loaded! (Just as if you were creating a class and had variable initialization declared in it.)