To answer a "why not" question in history is often a little speculative, but there a few potential factors that are worth mentioning.

First, accounts of Norse activity and settlement in Vinland are a little thin, consisting of only some passages in the two sagas, Greenland saga and the Saga of Erik the Red, which were both written down after 250 years of oral tradition since the events described.

Second, the saga's actually indicate that a Norseman who was blown off-course was the first to discover (but not make landfall on) the North American continent, and that a number of parties led expeditions to Vinland including at least one non-temporary settlement.

As far as reason why they did not make serious attempts at colonization:

1. Colonization can be tough without much support. The Greenland Norse were already rough living in a hard climate at a remote Norse colony with few resources. Also, as the climate and other environmental factors began to squeeze out the Norse from their Greenland settlements, they would have been continually less and less able to support fledgling remote settlements. Colonies in North America would not have been self-sufficient at first. Over time the colonies could have grown and established localized production of the goods that Norse people needed/wanted, and the colonists could have adapted their culture to the local conditions (use what is there, learn to live without that which isn't).

2. Supporting any colony out there would have been expensive, and the value of those settlements in the short-term, in terms of goods for trade etc, would have been crucial to making the expense worthwhile, but the lands they found didn't really offer the kind of high-value trade goods that could have economically supported those settlements. Obviously the Eastern Coast of North America is a little more bountiful than Greenland, but getting a permanent footing on those distant, more southern shores was tricky.

3. The natives are restless. According to the sagas, interactions with the various groups of natives they encountered were mixed and enough conflict occured to believe that the fact the land was already populated was problematic for the Norse. The sagas put the numbers of the expeditions at fairly modest numbers Lief's having 35. Not the kind of numbers that could fend off or dictate terms to anyone but the weakest of bands of established natives without vastly superior Technology.

4. In terms of military technology, the Norse were not effectively that far ahead of the natives in terms of military technology, at least not in terms of what they had. The Norse explorers and settlers may well have been armed, but they weren't soldiers. They were farmers, fishers, sailors, etc. and they would not likely have had the training, discipline, or numbers to use advanced military tactics to leverage their limited technological advantage. I don't know if the Norse brought horses with them, but I doubt it.

hi! you may be interested in the following posts

• Why didn't the Vikings establish a permanent colony on Greenland or North America?

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• When the Vikings settled in Greenland & Vinland, they encountered the ancestors of the Inuit and more than once had skirmishes. Why did the Natives emerge victorious?