Same reason why Telegram friends won’t go to Signal: they don’t care about the platform they use, and you end up being that friend if you ask them to change their habits for you.
Once Threads support federation in both direction, the need to move disappears completely. Why would you move to a server run by volunteers that sometimes goes down when Elon says something stupid, especially if your Mastodon friends can interact with your account like normal. That’s ActivityPub working and doing what it’s supposed to do.