Because it's a waste or resources.
You can't find a block using your CPU or GPU anymore. It's beyond lottery odds.
Although not simple it's that difficult to setup a pool for yourself to mine to.

And there are a few solo pools out there that charge a low enough fee that it's probably better to mine there anyway.

http://solo.ckpool.org/ is 2%
http://viabtc.com http://www.worktime.com is 1%
http://kano.is is .5%

(the above are all the solo fees, most offer regular pooled mining for a higher fee)

DYOR as to which one would work better for your situation.

-Dave

Time-tested. I have been using the first one for three years.