Because for most of the history of the Papacy, Popes didn't really go anywhere. Papal authority was very much tied to him being in or near the City of Rome. The Pope is the Bishop of Rome, the ancient capital of the Roman Empire and the See formerly occupied by St. Peter. That connection to Rome's history and the particular importance of its bishopric is precisely what gave him prestige and primacy over other bishops. Leaving Rome far behind would jeopardize that power.

When popes did leave Italy, it wasn't voluntary. Pius VII for example was taken prisoner by Napoleon in 1809 and carried off to France. For a period of about 70 years in the 1300s, the Papacy was transported to Avignon, in what is now France, by the influence of the French King. Popes typically focused on maintaining control over the Papal States, the kingdom in Italy they controlled. Italy was politically chaotic and often invaded by foreign powers and Italian politics wasn't something you could easily walk away from.

What changed was mostly the nature of the papacy - starting in the late 19th century, popes started to realize power by exercising direct popular influence over laity, which was a novelty. This was in many ways out of necessity - the Papal States were crumbling (and eventually destroyed), and liberal revolutions were bringing down Catholic monarchs in Europe who had traditionally sustained the popes' power, and popes needed new ways to exercise power and remain relevant.

For decades after the unification of Italy, the pope was a prisoner in the Lateran Palace in Rome in an awkward standoff - refusing to leave Rome and give up his seat. After the signing of the Lateran Treaty with Mussolini in 1929, however the pope's position was more secure. Except of course for the global turmoil caused by World War.

Paul VI was the first pope to actually leave Italy since Pius VII's kidnapping in 1809 - and he traveled, in 1964, to Israel, Jordan and what are now the Palestinian territories in the West Bank. By that time, popes had long since started to recognize their direct appeal to masses of Catholic laity and TV gave popes additional incentives to reach the faithful directly.