The PGA Tour and pro-ams go hand-in-hand. They're a money-maker for tournaments that help increase charitable contributions and offset costs of running the event. It's also a great opportunity for paying golfers to play alongside professionals in what should be a fun time.
Pro-ams are played typically on Mondays and Tuesdays, sometimes Wednesdays at regular PGA Tour events. However, major championships are different. Major championships -- at least the four men's major championships -- do not have pro-ams. Period. At all.
These four weeks of the year are the most important in golf, and all of the bodies which put on majors -- Augusta National Golf Club, the USGA, the R&A and the PGA of America -- keep tournament week focused on preparing for these major championships.
On the LPGA Tour, there are major pro-ams, including in the year's first major, the ANA Inspiration.