Because I live in ATL and my travel is all short segments, meaning I would barely make silver status on DL and dealing with half a million Delta Diamonds for upgrades and awards. I can predictably make 60 segments a year on AA. I'll never make ExP but Platinum status is decent enough.
I've been fsckd by AA, DL, UA, SW, CO, NW, US and all the others at one time or another. Switch to UA? I'll still get stuck at ORD at least once a year. DL? Sure if I like sitting in 32B/E and paying for bags.SW? Oh hell no.