Thats because of the current operator limitation.
The Write PMML Operator does not support neural network model (yet).
Currently it only supports:
- Decision Tree Models
- Rule Models
- Naive Bayes models for nominal attributes
- Linear Regression Models, Logistic Regression Models
- Centroid based Cluster models like models of k-means and k-medoids
But let me tell you that the missing models like AssociationRule or NeuralNetwork models will be supported soon.