Uh, because of the most obvious reason that comes to mind: it's way too small and way too far away! Even when it was discovered, near the perihelion of its hyberbolic orbit, it was small enough that we had no way whatsoever actually resolving it as anything else than a point of light. We could only guesstimate its rough shape by measuring its light curve—how its brightness changes as it rotates—and then simulating what kind of shape would produce that light curve. And now it's already way beyond Saturn's orbit, almost 100 times farther away than when it was discovered.

We have! https://en.m.wikipedia.org/wiki/ʻOumuamua

But it’s small and moving away from us fast. We couldn’t build anything in time that could catch up to it and image it closer.

It gone.