Because they've invested 5-10 years of their lives in a doctorate, publications, and connections that are specifically aimed at an academic position and very little good for anything else. Adjuctships are a holding pattern that allows you to still be "part" of the academy and thus leaves the tenure track dream alive, however tenuously. Leaving is admitting that your whole career, and probably sense of personal identity, has to be discarded and rebuilt from scratch in your mid 30s.