Because it has become the gold standard for epic storytelling and breaking the mold is hard to do. I think this is why Marvel has become a huge success. Close-focused individual movies that tie into a grand overall story arc that is now coming together in a big way.
The A Star Wars Story movies could have branched out into new parts of the galaxy in single episode-style films, but they rehashed the familiar instead. I hope they take a long hard look at this before trying again.
The key difference is that Marvel was drawing on 50+ years of character development and storytelling that fans already knew. Each of those movies focused on a character that was well established and plugged it into a larger arc. It's very impressive, but Star Wars was in no way the same, particularly once Disney announced they were tossing out the EU.
I can't agree with the person above that said the EU is better than the OT, but it does have some great stories, and has already been very successfully integrated (witches of Dathomir into Clone Wars, Thrawn into Rebels). Had Disney decided to build upon that and incorporate those stories/legends, they might have been able to put together something like what Marvel has. Since they opted for all original stories though, it seems impossible to build out a brand new expanded universe like Marvel has done and not lose fans with occasional misfires when you don't have established characters to draw them back.
The big problem though, isn't that SW isn't doing the Marvel thing, it's that they ARE doing the DC thing. Drunk on the success of Nolan's Batman trilogy, the DC team handed their movies to the atrocious Snyder who has turned Superman and the Justice League, symbols of hope and aspiration, into depressing, lifeless affairs with half-hearted attempts at poignancy. Last Jedi makes me think of nothing more than Man of Steel... a structural mess with a tone that feels completely off.
And boy is it a mess. Leia's death and resurrection seems to serve no purpose, Fin and Rey's engaging chemistry was tossed aside for an unconvincing "bond" between Rey and Kylo (compare to the way Lucas wisely deferred to the Han/Leia chemistry and abandoned Luke/Leia), Fin and Poe's entire plot was a total boondoggle, they're desperate to recapture the magic of lively secondary characters like Yoda and Boba Fett so you have pointless roles for Laura Dern and Benicio Del Toro, and above all Mark Hammill is right that Luke Skywalker, the beacon of hope in this warring universe, whose unwavering faith in love and goodness brought Darth Vader himself back from the dark side, is completely wrong as some gruff, angry hermit who has reverted back to acting like a petulant teenager after we last saw him finally become a true Jedi master.
Once I read that Disney had no overarching plot/plan for this trilogy and that each director gets to just pick up wherever the last one left off and take the story wherever they want, I was out. Those experiments are fun exercises for writers on forums like this, but they have no business guiding an ostensibly cohesive trilogy of big budget movies. Even the Matrix was building towards a specific vision, even if that turned out to be gibberish.