Well, because very few could agree on what order to buy!
For example, we have, but never use, School of Hard Knocks. We have played for so long, no one needs to or wants to look up a skill and read about it. In fact, my players would rather I simply adjudicate on the spot and not pick up a stinking book unless I have to. Normally, I don't have to.
Meanwhile, the mechanics in Treasure Companion have become such a staple of my game world we have several copies, and I would put it forth on the list behind the spell laws and arms law (I bought Character Law for the reworked and much better balanced presentation of talents, with RMSS I have no use for anything else in it).
Besides, ICE wants you to buy it all. And you will...you will...
lynn