Speaking for myself, its because Visual Studio and its ilk don't feel like advancements. They feel like bandaids. They do their damnedest to reduce the pain of programming by automatically producing boilerplate, auto completing words, providing documentation, and providing dozens of ways to jump around text files.
Personally, I don't feel that the bandaid does enough to justify using it (granted, my main language doesn't work well with Visual Studio, so there's that too).
The main source of the pain is, to me, is that we're still working strictly with textual representations of non-textual concepts and logic, no matter how those concepts might better be rendered. We're still writing `if` and `while` and `for` and `int` and `char` while discussing pointers and garbage collection and optimizing heap allocation... Instead of solving the problem, we're stuck down describing actions and formulas to the machinery. No IDE does anything to actually address that problem.
Sorry, rant, but this problem certainly resonates with me.