Quite simply, a magnifying glass is one lens, which doesn't need much more than a person's own hand to adjust its magnification and focus. A telescope requires several lenses to produce much greater magnification, and a good deal more care to focus properly because of all those lenses. Not to mention the cost of a single lens would make fiddling about with it all prohibitive.

Basically, it's a leap much like going from skilled laborers to division of labor; you're using more of a single resource (workers or lenses) to have them perform a part of a much larger task.

Questions as to the "why" of invention complexity are a little difficult to answer, and often require a great deal of conjecture. Keep in mind that formal logic, the scientific method, engineering methodologies, modern taxonomy, and a host of other things (including the printing press and relatively easy writing implements) were discovered or invented in the period described here. Some steps that may seem like relatively simple iterations to us because of our understanding of these processes and methodologies that we take for granted were not so simple to others -- and indeed, many of the same questions will likely be asked about us by those that follow after us.

There are a variety of examples of the same things you are talking about that we could easily describe, for example. The Romans had a complex system of baths, including piping, artificially heated and cooled water, aqueducts, runoff, sanitation, swimming pools, and spas... but no soap. You might think somebody would have thought, "Jeez, it sure would be nice if we could get this dirt off of ourselves more efficiently than just by scraping it off with scrapers and water!" but history is not that simple.

Gunpowder showed up in China, we think, probably sometime in the 8th or 9th century AD, but it wasn't put to practical use for another three or four hundred years, half a world away in Europe, because the Chinese never really figured out a good way to use it as a propellant for a hunk of metal.

Just to put this in even more stark relief: humans have had contact with sand for a hundred thousand years or more, but we've only had semiconductors for about, say, 60. Going from simple to complex, even from seemingly small orders of magnitude, is no easy task, and it should be with incredible reverence therefore that we hold the unique individuals in our history who have had the vision and intelligence to bridge those gaps for us.

You need two types of lens for a simple Galilean telescope. One convex, and one concave. I understand from a previous comment here (on spectacles I think) that the concave lens was invented much later, not earlier than the 13C.