Why doesn't the U.S. bury its power lines?

We do, for the most part, in our most densely populated areas. It’s just not cost effective elsewhere even taking into account disaster risks and rebuilding costs.

However, there are probably some areas - especially small towns and the dense semi-suburban outer shells of major cities - where we don’t but it might be cost effective.

They are buried in many cities in Colorado where I live. The prevalent high winds, dry soils, and abundant snow make it cost effective to do so. In addition to the snow which everyone knows about, we get 70-80 mph down slope winds every spring and it's cheaper to not have to fix them annually. As a side effect, when my kids experienced a power outage at their grandparents house during a thunderstorm at ages 8 and 11, they were terrified; it had never happened to them before.

Because it is hugely expensive and problematic. These are the same driving factors that have US homes mostly made of wood while many other places insist on stone or masonry.