Sorry for reviving such an old question, but there is a purely algebraic reason to expect this which, while not as simple as Georges's answer, is what I believe to be the 'correct reason' and which helps you figure out in general, when a variety admits non-trivial maps to abelian varieties.
Albanese varieties
Let us fix $k$ to be a perfect field, and $X$ a normal proper geometrically integral scheme over $k$. We also fix a $k$-point $x$ of $X$.
Definition: An Albanese variety for the pair $(X,x)$ is a morphism $f:(X,x)\to (A,e)$ of pointed $k$-schemes, satisfying the following conditions:
- $A$ is an abelian variety over $k$ and $e$ is its identity section,
- it is initial amongst maps to such pointed abelian varieties.
If such an Albanese variety exists it is clearly unique up to unique isomorphism, and we denote it by $\mathrm{Alb}(X,x)$.
We then have the following beautiful, classical result.
Theorem (e.g. see [Mochizuki, Theorem A.4 and Proposition A.6]): Let $(X,x)$ be as above. Then, an Albanese variety
$$f\colon (X,x)\to (\mathrm{Alb}(X,x),e)$$ exists and, moreover $\mathrm{Alb}(X,x)\cong ((\text{Pic}^0_{X/k})_{\text{red}})^\vee$.
This notation needs some explanation. Consider the functor
$$\mathrm{Pic}_{X/k}\colon \mathbf{Sch}_k\to\mathbf{Grp},\qquad T\mapsto \left\{(\mathscr{L},\iota): \begin{aligned}(1)&\quad \mathscr{L}\text{ is a line bundle on }X_T\\ (2)&\quad \iota\colon x_T^\ast\mathscr{L}\xrightarrow{\approx}\mathcal{O}_T\end{aligned}\right\}/\text{iso.}$$
Here $x_T\colon T\to X_T$ is the base change of $x\colon \mathrm{Spec}(k)\to X$ along $T\to X$, and an isomorphism $(\mathscr{L},\iota)\to (\mathscr{L}',\iota')$ is an isomorphism $\alpha\colon \mathscr{L}\to\mathscr{L}'$ such that $\iota'\circ x_T^\ast\alpha=\iota$. Then, by the discussion after [BLR, §8.1, Proposition 4] and [BLR, §8.1, Theorem 3], $\mathrm{Pic}_{X/k}$ is represented by a locally of finite type group $k$-scheme.
Moreover, with our assumptions on $X$, we in fact have that the reduced subscheme $(\mathrm{Pic}_{X_k}^0)_\mathrm{red}$ of the identity component $\mathrm{Pic}^0_{X/k}$ (which is still a group $k$-scheme by [Milne, Corollary 1.39]) is an abelian variety. Note that as it is automatically smooth (see [Milne, Proposition 1.26 and Proposition 1.28]) it suffices to show that it's proper. If $X$ is smooth over $k$ then this follows from [BLR, §8.4, Theorem 3]. If one assumes that $X$ is merely normal this requires more work (see [Mochizuki, Theorem A.4]).
In any case, as $(\mathrm{Pic}^0_{X/k})_{\mathrm{red}}$ is an abelian variety over $k$, it makes sense to take its dual abelian variety in the sense of [BLR, §8.4, Theorem 5], and this is the object that appears in the statement of the above theorem.
Trivial Albanese varieties : vanishing $H^1(X,\mathcal{O}_X)$
The upshot of all of this is that if one wants to study maps from $X$ to an abelian variety then, by choosing a point $x$ in $X(k)$ (which can always be achieved after a finite extension), we are reduced to studying $\mathrm{Alb}(X,x)$. In particular, if $\mathrm{Alb}(X,x)$ is trivial, then every $k$-map to an abelian variety is constant. This is useful, as the Albanese variety has many appealing properties.
For instance, we may compute its Lie algebra of $\mathrm{Alb}(X,x)$ (and thus its dimension) quite concretely.
Fact 1(see [BLR, §8.4, Theorem 1]): Let $e$ be the identity section of $\mathrm{Alb}(X,x)$. Then, there is a canonical isomorphism of vector $k$-spaces $$T_e \,\mathrm{Pic}_{X/k}\cong H^1(X,\mathcal{O}_X).$$
We then immediately deduce the following corollary which shows that, in particular, $\mathbb{P}^n_k$ admits no non-constant $k$-maps to an abelian variety over $k$, let alone embeddings.
Corollary 1: Suppose that $H^1(X,\mathcal{O}_X)$ is trivial, then every map $X\to A$, where $A$ is an abelian variety, is constant.
Proof: If $X\to A$ is non-constant, then so is $X_{\overline{k}}\to A_{\overline{k}}$, and so we may assume that $k$ is algebraically closed. It then suffices to show that if $x$ is any point of $X(k)$ then $\mathrm{Alb}(X,x)$ is trivial. But, note that
$$\dim \mathrm{Alb}(X,x)=\dim \,(\mathrm{Pic}^0_{X/k})_\mathrm{red}=\dim_k T_e\, (\mathrm{Pic}_{X/k})_\mathrm{red}\leqslant \dim_k \mathrm{Pic}_{X/k},$$
(where the first equality follows from [EMvdG, (6.18) Theorem] and the second equality from the fact that $(\mathrm{Pic}_{X/k})_\mathrm{red}$ is smooth). The conclusion follows from the above fact. $\blacksquare$
Of course, this Albanese discussion only applied a priori to proper things. In particular, there is nothing that, a priori, precludes us from having a non-constant map $\mathbb{A}^n_k\to A$, for an abelian variety $A$ that just does not extend to $\mathbb{P}^n_k$. As it turns out though, this cannot happen.
Fact 2 (cf. [BLR, §4.4, Theorem 1]): Let $V$ be a geometrically connected finite type smooth $k$-scheme, and $U$ a non-empty open subset of $V$. Then, for an abelian variety $A$ over $k$, any $k$-map $U\to A$ extends (necessarily uniquely) to a map $V\to A$.
For a separated finite type $k$-scheme $U$, let us call a proper $k$-scheme $X$ containing $U$ as a (topologically and scheme-theoretically) dense open subscheme a compactification of $U$. It is a deep theorem of Hironaka, that if $k$ is of characteristic $0$ and $U$ is smooth, then a smooth compactification of $U$ exists.
From the above discussion, we trivially see the following which implies that there are no non-constant $k$-maps $\mathbb{A}^n_k\to A$ for an abelian variety $A$ over $k$.
Corollary 1 (redux): If $U$ is a separated finite type smooth $k$-scheme which has a smooth compactification $X$ with $H^1(X,\mathcal{O}_X)$ then there exists no non-constant $k$-maps $U\to A$ for an abelian variety $A$ over $k$.
Vanishing Albanese varieties: 'small' fundamental groups
This approach using the Albanese variety is robust enough to go beyond cases shown in Corollary 1 (redux). To give examples of this, we have the following fact concerning the relationships between $\mathrm{Alb}(X,x)$ and the etale fundamental group of $X$.
Fact 3 ([Mochizuki, Proposition A.3]): Let $p$ be the characteristic of $k$. Then, for any geometric point $\xi$ of $X_{\overline{k}}$, the map $$\pi_1^\mathrm{et}(X_{\overline{k}},\xi)^{(p)}\to \pi_1^\mathrm{et}(\mathrm{Alb}(X,x)_{\overline{k}},\xi)$$ is surjective.
For a group $G$, we denoting by $G^{(p)}$ the inverse limit over all quotients of $G$ of order coprime to $p$.
Corollary 2: Suppose that either $U$ is either
- a geometrically integral normal proper $k$-scheme,
- a geometrically integral smooth $k$-scheme possessing a smooth compactification.
Suppose that for some geometric point $u$ of $U_{\overline{k}}$ one has that $\text{Hom}(\pi_1^\mathrm{et}(U_{\overline{k}},u),\mathbb{Z}/q\mathbb{Z})$ for some prime $q$ invertible in $k$. Then, any morphism of $k$-schemes $U\to A$ for an abelian variety $A$ over $k$ is constant.
Proof: We quickly reduce to the case when $k$ is algebraically closed. Note that in the second case, if $X$ is a smooth compactification of $U$, then by Fact 2, it suffices to show $X$ admits no non-constant $k$-maps to an abelian variety over $k$. But, as the natural map $\pi_1^\mathrm{et}(U,u)\to \pi_1^\mathrm{et}(X,x)$ is a surjection (cf. this), we quickly reduce to the first case. We then see from Fact 3 that
$$\mathrm{Hom}(\pi_1(\mathrm{Alb}(X,x)_{\overline{k}},u),\mathbb{Z}/q\mathbb{Z})=0.$$
But, if $n$ is the dimension of $\mathrm{Alb}(X,x)$, then
$$\pi_1(\mathrm{Alb}(X,x)_{\overline{k}},u)^{(p)}=\prod_{q\ne p}\mathbb{Z}_q^{2g},$$
(see [EvdGM, (10.37) Corollary]). Thus, from the assumption that $$\mathrm{Hom}(\pi_1(\mathrm{Alb}(X,x)_{\overline{k}},u),\mathbb{Z}/q\mathbb{Z})=0,$$ we see that $n=0$ and thus $\mathrm{Alb}(X,x)$ is trivial as desired. $\blacksquare$
As an application of this, if $X$ is a so-called singular Enriques surface over $k$, then $H^1(X,\mathcal{O}_X)\ne 0$ but $\pi_1^\mathrm{et}(X_{\overline{k}},x)=\mathbb{Z}/2\mathbb{Z}$. Thus, $X$ admits no non-trivial $k$-maps to an abelian variety over $k$.
References
[BLR] Bosch, S., Lütkebohmert, W. and Raynaud, M., 2012. Néron models (Vol. 21). Springer Science & Business Media.
[EvdGM] http://van-der-geer.nl/~gerard/AV.pdf
[Milne] Milne, J.S., 2017. Algebraic groups: the theory of group schemes of finite type over a field (Vol. 170). Cambridge University Press.
[Mochizuki] https://www.kurims.kyoto-u.ac.jp/~motizuki/Topics%20in%20Absolute%20Anabelian%20Geometry%20I.pdf