"Why didn't 'A' have 'B'?" is something of a historical fallacy. Kind of like asking why Africa or South / Central America didn't invent the wheel. Usually the answer comes back to a lack of need or effectiveness- wheels are great until you have a mountain to climb. (EDIT: to be clear, Incans understood what the wheel was, they just didn't find or think it to be very useful)

Turtle ships were incredibly effective at a very specific, niche role that mostly relied on local defense. Koreans were fighting off invading Japanese armies and naval elements and consequently their needs were quite a bit different from what Europeans were making use of. While devastatingly effective in their specific use, even the Koreans didn't build too many of them.

For one thing, Turtle Ships made use of oarsmen still, and were actually fairly small, slow craft. The Swedish built a ship in the 1560's- so, 30 years prior to the earliest known records for turtle ships- had 450 soldiers, 350 sailors, had a displacement of 1800 tonnes, had 170 guns, and was fundamentally intended to travel on ocean waters.

Your atypical turtle ship- based off what we know from available documents- had 50 soldiers and 80 oarsmen and was equipped with around 30 cannon and a displacement of about 300 tonnes. We're not exactly sure what the purpose of the iron shielding was for but we do know for a fact that it was most likely less about resisting direct fire from other naval vessels (as with an ironclad of the 19th century) but instead to resist boarding parties and as a consideration to resist incendiary fire.

Without getting into the details of Korean and Asian ship building in this time frame- if it wasn't clear already, both the Koreans and the Japanese had completely different attitudes towards ship design prior to European influence- was intended for completely different roles than comparable European vessels. Koreans built turtle ships to keep the Japanese at bay. Europeans were building sea faring vessels that were intended to project Imperial power across the globe- potentially- or at least to their colonies. If we think of a modern aircraft carrier as something of a mobile military base, your typical ship of the line of the 17th century filled a similar role in it's own era, except instead of aircraft the chief advantage of a ship of the line was that it could bring artillery fire anywhere it could sail.