It's a good question, and I don't have a great answer for you other than my understanding is that the ground space they have to work with in Boca Chica is not really that large. And there are a lot of environmental concerns (+ the chances of blowing up on landing is greater than blowing up on liftoff).

But I've heard speculation that they might build a dedicate landing tower around their Florida launch site for that reason. No idea how accurate that is though.