Put simply, because it isn't a Bible teaching.
"For the living know that they will die, but the dead know nothing; they have no further reward, and even the memory of them is forgotten. Their love, their hate and their jealousy have long since vanished; never again will they have a part in anything that happens under the sun."
The dead are just that, dead. They don't suffer anywhere. A good example to show this is if you look at all the suffering that Job had to go through. His family was destroyed, all his wealth was gone, and then his health took a turn for the worse; he was suffering greatly. What did he wish for?
"so a man lies down and rises not again; till the heavens are no more he will not awake or be roused out of his sleep. Oh that you would hide me in Sheol, that you would conceal me until your wrath be past, that you would appoint me a set time, and remember me!
Sheol is the Hebrew version of the Greek word Hades, roughly. Which, in many instances, is translated as hell. Why would Job wish to go to "hell"? It is because Hell/Hades/Sheol, is just a grave or pit. The common grave of mankind. There is no suffering there, which would be a welcome change for a man in Job's situation.