When you swallow, the material goes down into your stomach. An area with a high acidity (aka Low-PH) and enzymes designed to tear proteins apart.
The effective parts of a vaccine are chunks of proteins and do not survive, so almost all of them must be injected.
Polio is a rare exception in that they can live live attenuated (made unable to cause the disease) vaccine. They get ripped up, but enough makes it into the bloodstream for it to be effective.