It's because Americans have a libertarian streak and instinctively mistrust the government, so we've historically resisted any sort of federal ID program. Because the federal government has to keep track of you somehow, and every American (more or less) already had a unique identifying number, the government started using those unique identifying numbers to identify us for tax purposes. This started being a convenient way for private corporations to ask the government "Wait, who's supposed to be identified by this number?" for employment and loans, and then people decided that it would be better to use this instead of any sort of, you know, online ID, to identify people for credit card applications.