I'm not making excuse but I think there are a lot of reasons.
Cost, fear of finding out something bad (dumb),denial that anything can be bad time and convenience. But most of all is the big WHEN.
In order to really know what's going on you'd have to have blood taking before, during and after the cycle. You'd also need a test when you're not on anything. During PCT, after and a month or so after that. Just one random test won;t tell much, unless of course you're doing 2 grams a week for 4 months straight and find out you're going to die of a blood clot or you've been doing 100 mgs of drol for 12 weeks and you're liver is about to explode. But at that point, you're pretty irresponsible anyway so it's unlikely you're going to heed that warning.
I get free blood work done every 3 months which is a great advantage so I can tell you what a substance or a supplement is doing as compared to all the other times. But for most people, it's just not practical.
And let's not foget the accuracy. Even cholesterol can change 10-20 points from day to day.
Still, it should be done if you're serious abut your health.