The number of occurrences of a repeating event is known as frequency, In this discussion that repeating event is a waveform.
Direct Current (DC) is a constant source of current
DC doesn't oscillate at all, which implies there is no waveform for DC.
We generally calculate the frequency for the sources which oscillate, but DC is a constant source implies it's not possible to calculate any sort of frequency for DC.
There is no point in discussing the frequency of DC. So, we say there is no frequency for DC.