There are several reasons for this.

One of the first is that there were quite a few people living there already - the Native Americans. As opposed to when the English, Dutch and French started colonising North America, smallpox and other diseases had not spread in America yet. Some calculate that up to 90-95% of the poeple in America died from disease from around 1500-1600. Thus, when the European arrived, there were plenty of open land and relatively little initial opposition from the Native Americans.

It has been theorised among Scandinavian scholars that the Scandinavian tradition of offering milk or sourmilk as a gesture of friendship and hospitaily could have caused the initial conflict with the natives (called Skraelings by the Scandinavians), since the natives would not have the same tolerance for milk as the Scandinavians, would have gotten stomach pains and severe runs from it and might have believed they were poisoned rather than offered hospitality.

The Scandinavians arrived to Greenland in the midst of the Medieval Warm Period during which some agriculture was possible in Greenland.

Iceland was empty (there might have been a few eremite Irish monks there, but that is under debate and not well-established) when the Scandinavians arrived, so no problems there.

It was mostly the Norwegians who colonised Iceland and Greenland and Norway was especially hard-hit by the Black Death in the mid-1300s, with death tolls estimated between 50 and 75%. The alodement law allowed people to squat on vacated land and if no-one claimed it in three generations, it became the property of the squatter. This allowed all crofters and tentants of great men (Norway did not have a formal nobility) to simply move away and claim land to become self-owning when so much land was vacated due to deaths during the plague. As a result, the Norwegian great men had to revert to self-owning farmers themselves to survive, as no-one would tend their land for them. Norway was severely weakened as a state by this and became a prize fought over by the Swedes and Danes, with the Danes coming out on top and ruling Norway from 1380 to 1814 (with a few brief interruptions of local or Swedish rule).

The Danes were more interested in keeping the Kalmar Union intact and some adventures in Estonia and northern Germany than any old legends of land to the west of Greenland, although they did send an expedition in 1605 to re-assert authority and find out what happened to the Norse Greenlanders.

The Greenlanders were going to America for timber, as a ship from Greenland loaded with timber landed in Iceland 1347 after being blown off course by a storm.

The plague broke off contact between Iceland and Norway, and Greenland and the last written record of the Norse Greenlanders is a marraige conducted at the Church of Hvalsey in 1408.

So bacially, it was far away, Greenland was decently nice back then, there were plenty of locals that resisted colonisation and then the plague happened.