Because the verb is "might". After the first verb you use the infinitive, for example:

He has something.

He might have something.

The same rule applies when using "have" to indicate past tense. I will bold the conjugated verbs in the following examples. The following verbs are in infinitive forms.

He is sick.

He has been sick.

He might have been sick.


Might is an auxiliary (modal) verb (it's actually the past tense of may), and those always require the following verb to be in infinitive form. Other examples of this are can/could and shall/should. (Which is why the (in)famous "I can has cheezburger" strikes us as ungrammatical: the correct form would be "I can have..." – or actually, since it's a question, "Can I have...")