Because you need to go less often due to the effort/cost of traveling to buy groceries. Here in Sweden almost everyone manages to get groceries with a backpack or a small cart, a few days of the week when needed. It's a 10-15 min walking distance for most people living in any part of a city.
Even then, 4-5 bags is completely doable on a bike with some panniers or a large cargo backpack. There are also cargo bikes if you ever have the need to carry larger loads often so there is your answer to when someone will make a bike that can carry loads of groceries. They exist but for most people who actually use a bike day-to-day, in the places we live we don't need to pack a full trunk-load of groceries because we can purchase groceries conveniently and do it more often.
> Also, bike theft is a huge problem. And coincidentally the places with the best transit and bike lane buildouts have the worst policies towards property theft.
Bike theft happens with bad locking practices: a bad lock (cable or small sized chains) and not properly locking your frame through the back triangle to a thick pipe/metal column. If you leave your bike unattended for a whole night with a bad lock you run the chance to have it stolen almost anywhere in the world. Get a good u-lock and learn the simple trick of properly locking your bike...