Because taking off and accelerating to cruising speed while climbing to cruising altitude burns a LOT of fuel. A non-stop, even assuming that the potential stop-over point was directly under its optimal route (which is hardly ever the case), has already taken off, is already up there, and is already going that fast.

Why do you think cars get better mileage on a freeway (motorway, autoroute, autobahn, etc.) than they do around town? It's not because they inherently get better mileage at 75mph/120kph than they do at 40mph/70kph. If anything, the opposite is true; air drag goes up as the square of the speed. It's because they don't have to keep stopping and starting up again. The details are different for airplanes, but the economic principle is the same.