Couple of reasons really. It's extremely expensive in my country to learn and then on top of that insurance for new drivers under 25 is often more than what you would pay for a car.
That and I generally just don't like the idea of being in control of something that if not controlled properly can be a threat to the lives of others, and the fact other drivers are so unpredictable. I'm a sperg so I don't deal well with reacting to other people's unpredictability and often I think I would be a danger to others on the road because of that. For example, when my friend who drives goes on the Motorway, I often get very uneasy and the way she reacts to things is not the way I automatically would. I have a sort of 'stop' instinct which is extremely unsafe for a driver.