Probably for the same reason most people don't store cash under their mattress and store it in a bank instead.

Of course, storing Bitcoins on your laptop is even more risky than storing cash under your mattress. Someone has to physically enter my house to steal the cash, but to steal my bitcoins? All they need is a virus, spyware, out of date OS, out of date router firmware, out of date NAS firmware, a zero day exploit, etc. and they can drain me of my coins from anywhere in the world.

Then of course there is the risk of simply losing the coins. An accidental deletion. A hard drive failure. Losing a laptop or having it stolen. You have to back everything up, you have to back it up offsite, and you have to trust the offsite backup. You have to keep your machines securely locked down.

All of this requires the user to be quite tech savvy. This will never change for storing coins locally... so if Bitcoin is going to be the "currency of the future" to be used by the masses then secure banks and exchanges have to be a thing. They also have to be a thing for lending and investing, anyway.