They did. The first air raids on London proper in September 1940 were in daylight. This then evolved into a "round the clock" bombing campaign, with day and night raids. Later in the year, as the Battle of Britain began to wind down, daylight raids were discontinued to avoid unsustainably heavy losses, and this remained the case until the end of the first Blitz. Night time offered more concealment and protection to the bombers, and it was easier to continue as more and more of the Luftwaffe's resources were diverted east for the invasion of the Soviet Union.

They tried. However, they were losing the Battle of Britain from the beginning. By the time they switched to attacking cities rather than radar and airfields, they were hemmoraging fighters and bombers (as well as their pilots) at an unsustainable rate. Between the world wars, bomber advocates asserted that "the bomber will always get through." However, this did not reflect reality. Defenders (in this case the British) were able to use fighters directed by radar and ground observers to intercept the bombers and shoot them down at an alarming rate. In addition, guns from the ground were able to knock the bombers out of the sky. It wasn't until 1944 when the Americans were able to provide their bombers with fighter escorts for their entire journey that daylight bombing was able to be sustained--and even then it was done at a high cost in men and material.

Basically you could try to put bombers over an enemy city in daylight, but a very high number of them would be shot down--so many that such efforts could wipe out your attacking force in a handful of such missions.