For the same reason every household no longer grows, harvests and threshes its own wheat, bakes its own bread, and why Mao Zedong's Great Leap Foward idea of building a blast furnace in every village, in order to increase the country's steel output was an utter failure.
Power transmission is cheap, and economics greatly favor utility-scale deployments. You also get significantly less need for wasted peak capacity when multiple power producers can pool together into a grid.