I think it's can be any number/a combination of these three things.
1) Ego. They're happy being the big fish in the little pond.
2) Complacency. When you've been flying the same plane to the same places for 15 years, the idea of challenging yourself with a new environment might be frightening.
3) If you're claiming you WANT to stay, it's you who is making the decision. That's something I'm struggling with now. When I was hired on with Atlas it was my dream job and even management was coming in and telling us how we were going to take them to the cleaner on this next contract. I WANT to stay here. That made it easy to answer the question of "so are you interested in going to a major?" Now that I'm looking to get out, my decision to stay here might not be my own. That's kind of frightening.