Here's two guesses:

1. Well, maybe you could do that with your abundance of skill and time, but not everyone running a hospital/bank/other-large-organization has the time or budget to slap together and maintain that kind of amateur hour rope-and-tin cans proxy shit.

2. Not everything people use a computer for happens over a network. Some people write software because they need to communicate directly with hardware devices. You can’t intercept network traffic when there is no network traffic to intercept.