Because you have to pay a good chunk of a year's salary for one, store it around your house somewhere, and then when you finally do get to use it, there are a million other people with the same idea and you have to compete just for space in which to use it.
And that's before you get to all the maintenance the government has to spend on the paths (and make you pay tax for all that). Oh, and it's incredibly dangerous, so dangerous that it's one of the leading causes of death in the US.