No array allocated using new can have an initializer?

That's not quite true (you should almost certainly get yourself an alternative reference), you are allowed an empty initializer (()) which will value-initialize the array but yes, you can't initialize array elements individually when using array new. (See ISO/IEC 14882:2003 5.3.4 [expr.new] / 15)

E.g.

int* p = new int[5](); // array initialized to all zero
int* q = new int[5];   // array elements all have indeterminate value

There's no fundamental reason not to allow a more complicated initializer it's just that C++03 didn't have a grammar construct for it. In the next version of C++ you will be able to do something like this.

int* p = new int[5] {0, 1, 2, 3, 4};