Why can't incident edges be stored in a field in the Vertex object?
They can, not that it makes a particularly big difference either way. There may be restricting implementations, such as when you have an array of primitives which are your vertices, or the vertices are simply represented by an index, i.e. there is no vertex object (this could be done for efficient memory usage when no object is required, for example) - in this case, you'll need to put the incidence object elsewhere.
I can't say for sure what the authors actually meant (assuming they don't say elsewhere in the book - I didn't check), but it's entirely possible that the arrow from the vertex to the incident object means that the Vertex class contains a reference to the incident object (i.e. has a member being the incident object), i.e. the image already represents the way you think it should work.