Because their main weapon was surprise and fear!

Poor postal services. It is a little-known, yet absolutely true detail that the inquisition notified inquisitees 30 days in advance. Unfortunately, with poorly-maintained postal services prevalent in the area, the notices were often months late in delivery.

Actually, it is a well-known fact that Odysseus expected the Spanish Inquisition. Hom. Od. 9.366.

Because nobody ever does.