Esperanto is a very logical language, with complex words derived from simple roots in a highly regular way. Why, then, is it not possible to form plural pronouns by adding -j to the singular ones? It would make sense to say “mij” instead of “ni”, use “vij” for the plural “you”, or speak about a group of women as “ŝij”.
I guess we may never know the real reason why Zamenhof did not include these words in his original proposal, but there is at least one good reason why doing this would not be a good idea—phonology.
Possessive pronouns are formed from personal pronouns by adding -a, which makes sense, because they function syntactically as adjectives. However, “mija”, “vija”, “ŝija”, etc., would be nearly indistinguishable from “mia”, “via”, “ŝia”, etc., in the spoken form. Even using a different suffix beginning with a vowel (such as -es) for the possessives would not help; “mijes” still sounds the same as “mies”.
Even worse, the same problem appears when the pronouns are followed by a verb beginning with a vowel. “Mi estas” and “mij estas” are hard to distinguish when speaking fast, which could lead to genuine misunderstandings. Perhaps avoiding those expressions was a logical choice, after all.