As someone who works in the industry developing software, it's because for the high-end VFX studios, software like Blender and Natron just don't cut it in terms of efficiency, power and flexibility.
Artist time costs more money than software licenses do, and as the open source software isn't generally good enough for their needs, using better off-the-shelf software that have fairly decent and flexible plugin APIs is good enough for them.
A lot of the code VFX studios have is proprietary (as in unique to the individual studio who wrote it) plugins for host apps like Maya, Katana and Nuke, and shaders/integrators for renderers like PRMan and Arnold.
There are open source projects that are used for glue in the VFX industry:
https://github.com/alembic/alembic
https://github.com/PixarAnimationStudios/OpenSubdiv
https://github.com/imageworks/OpenShadingLanguage
https://github.com/ImageEngine/gaffer
https://github.com/dreamworksanimation/openvdb
https://github.com/openexr/openexr
But these have almost exclusively been internal proprietary projects started within studios that have been open-sourced, to help transfer assets between studios, and are mostly open file formats for images, volumes and geometry, as well as other intermediate tooling.