It is because they don't understand God's ultimate purpose for salvation. Just like most of the children of Israel did not understand the ultimate purpose of their exodus from Egypt to The Promised Land.
God took the children of Israel from Egypt to Bring Them to Himself.
"3 And Moses went up unto God, and the LORD called unto him out of the mountain, saying, Thus shalt thou say to the house of Jacob, and tell the children of Israel;
4 Ye have seen what I did unto the Egyptians, and how I bare you on eagles' wings, and brought you unto myself". - Exodus 19:3-4
God ultimate intention for the Exodus was to get Himself a people who will know Him, walk with Him, serve Him and worship Him.
"5 Now therefore, if ye will obey my voice indeed, and keep my covenant, then ye shall be a peculiar treasure unto me above all people: for all the earth is mine:
6 And ye shall be unto me a kingdom of priests, and an holy nation. These are the words which thou shalt speak unto the children of Israel." - Exodus 19:5-6
Moses understood this very well and he kept repeating it to Pharoah
"And the LORD spake unto Moses, Go unto Pharaoh, and say unto him, Thus saith the LORD, Let my people go, that they may serve me." - Exodus 8:1 (Also, Exodus 8:20, 21, Exodus 9:1, 13, Exodus 10:3,4
Moses knew that serving and worshiping God can turn any land into a land flowing with milk and honey.
Those who serve and worship God live in prosperity and pleasure!
"If they obey and serve him, they shall spend their days in prosperity, and their years in pleasures." - Job 36:11
Jesus made it very plain.
"But seek ye first the kingdom of God, and his righteousness; and all these things shall be added unto you." - Matthew 6:33
The Choice is Yours!