I think you're falling for Caesar's braggadocio, and worse, you're falling for half of it (you didn't ask why Pompey didn't take an army to Greece), and so you're missing the point Caesar, if he said that, was trying to make.

Let's look at the exact quote. This is in Suetonius, Life of Julius, 34.2:

After trying by every kind of hindrance to prevent their [Pompey and his army] sailing, he marched off to Rome, and after calling the senate together to discuss public business, went to attack Pompey's strongest forces, which were in Spain under command of three of his lieutenants — Marcus Petreius, Lucius Afranius, and Marcus Varro — saying to his friends before he left "I go to meet an army without a leader, and I shall return to meet a leader without an army."

Here's the Latin:

Hos frustra per omnis moras exitu prohibere conatus Romam iter convertit appellatisque de re publica patribus validissimas Pompei copias, quae sub tribus legatis M. Petreio et L. Afranio et M. Varrone in Hispania erant, invasit, professus ante inter suos, ire se ad exercitum sine duce et inde reversurum ad ducem sine exercitu.

Suetonius doesn't tell us this is a rumor, and he usually does that when he's dealing with rumors (I mean, there's no "anonymous people said that Caesar said" here. It's straight up indicative; Suetonius says Caesar said this to his friends). Caesar had a few friends that wrote histories, and Pollio, one of his officers, wrote one (now entirely lost) about the civil war. Short of having a named source, several unnamed friends of Caesar is pretty good. I'd consider this one of the more probable authentic Caesarian quotes.

So what is Caesar getting at?

You said you understand Pompey moving east, so I assume you understand that the rich provinces were Greece and Asia etc., and that Pompey had lots of clients out there from his Pirate campaign and his later Mithridatic war.

You should also consider the army Pompey had on hand. I'm failing to come up with exact numbers, possibly due to two epic earthquakes in 24ish hours, and associated electrical and plumbing problems, with chasing a cat for a vet visit to top it off, but I simply can't find a source for Pompey's total force in Italy in 49 right now. I'm confident that Pompey had two veteran legions that had previously served under Caesar, who were in Italy awaiting a Parthian campaign, and some number of green legions (perhaps 2?). Some of these defected to Caesar, but Pompey escaped with the majority. If someone can dig up exactly what forces Pompey had in Italy, I will appreciate the help.

The key part here is that only two legions were veterans. Caesar's legions had been fighting in Gaul for almost 10 years. That's what he's talking about when he talks about a general with no army. The legions that Pompey has are just not a threat, is his point (whether that's a true statement doesn't matter).

So what about an army and no generals in the west? Pompey had seven veteran legions in Spain. You also see from the quote above that there were actually three legates in Spain: Petreius, Afranius, and Varro. The Varro is Cicero's friend and the antiquarian and linguist, btw. Goldsworthy says he had long political association with Pompey, but only modest military ability. He and the two legions he commanded didn't factor in the Ilerda campaign. He ended up working for Augustus, so that says something about either his military threat or his partisan commitment.

Petreius and Afranius were different animals (I'm relying on Goldsworthy again here). Petreius was a veteran of 30 years and had participated in Antonius' campaign against Catiline. He had seen some shit. Afranius was a consular and had served in several of Pompey's campaigns.

Those were the guys that Caesar was talking about when he mentioned an army without a general.

So what happened in the event? Were Caesar's claims about the western army having no generals justified?

Well, Caesar won, but he also beat Pompey whom he explicitly called a general. Afrianus, fighting with troops either Spanish or trained in a Spanish guerrilla style, prevented Caesar from taking a position between the Pompeian army and the city Ilerda. The situation became one of siege warfare, and eventually Afrianus and Petreius were forced to surrender.

Caesar spared them, and they went on to fight in Africa, where Caesar also found himself in a stalemate for a bit before breaking through at Thapsus.

Caesar was saying Pompey didn't have an army he could use, and Varro, Afrianus, and Petreius were not generals that could use an army. That's the point of his quip; not that Pompey sent no generals to Spain. And while Varro might indeed be a general that couldn't use an army, Afrianus and Petreius gave Caesar a bit of trouble on two continents.

Caesar was trying to make his future civil war look easy to his friends, not give an accurate account of the disposition of Pompey's commanders and forces.

Hey there,

Just to let you know, your question is fine, and we're letting it stand. However, you should be aware that questions framed as 'Why didn't X do Y' relatively often don't get an answer that meets our standards (in our experience as moderators). There are a few reasons for this. Firstly, it often can be difficult to prove the counterfactual: historians know much more about what happened than what might have happened. Secondly, 'why didn't X do Y' questions are sometimes phrased in an ahistorical way. It's worth remembering that people in the past couldn't see into the future, and they generally didn't have all the information we now have about their situations; things that look obvious now didn't necessarily look that way at the time.

If you end up not getting a response after a day or two, consider asking a new question focusing instead on why what happened did happen (rather than why what didn't happen didn't happen) - this kind of question is more likely to get a response in our experience. Hope this helps!