Because the US is big and fuel is expensive.
LA -> Denver is 837 miles. (http://www.wolframalpha.com/input/?i=distance+from+los+angel...)
London -> Rome is 892 miles. (http://www.wolframalpha.com/input/?i=distance+from+london+to...)
LA -> NYC is 2,462 miles. (http://www.wolframalpha.com/input/?i=distance+from+los+angel...)
You can fly the longest flight I can think of in Europe in the same distance. (http://www.wolframalpha.com/input/?i=distance+from+Lisbon+to...)