To put it simply, because Jesus didn't come back. The initial belief was apparently (and we can see this in the letters of Paul as well the purported "this generation" quote attributed to Jesus) that the parousia was imminent, that Jesus was coming back within the lifetimes of that first generation. When that generation died out, Christianity had to figure out how to shift their focus from imminent apocalyptic expectations and settle in for a long haul. You can see even in the New Testament later Christian writers trying to backpedal on the imminent parousia and even writing pseudoepigrapha in he names of Paul and Peter to do so, leaving us with some clashes between, for example, 1 and 2 Peter and 1 and 2 Thessalonians.