“how come it does not have blog stats”
Collecting stats is not really a function of your blog software as that job is already done for you by your hosts webserver software and kept in access logfiles.
You should also talk to your host about this. The better ones often provide a stats viewer for free. If they don’t offer it, ask them why not.
If stats are a serious need for you, you might rather consider wordpress.com free hosted blogs. There’s a great setup for stats there.
Also, you could look into mybloglog which seems to be gathering a fair following lately.
You could also try Analytics by Google. They do some fairly comprehensive reporting with lots of charts and stuff.