They did. The Western Allies' naval and air forces did indeed execute a pre-invasion bombardment, but there's only so much that ships and planes can do, especially in a limited timeframe as was provided for the 6 June landings. In the specific case of the bombers of Eighth Air Force providing aerial support, they outright missed. (It's not as weird as you think when you consider the details. More on that below.)
u/davratta and u/Badgerfest discuss the aerial side of things and why it didn't quite work, while u/thefourthmaninaboat ably covers the naval side of things in four threads: