There are a lot of problems, but mainly I think it boils down to game people, like a lot of programmers, wanting to write something themselves. You'll always understand it better, and it'll be perfectly tailored to your problem. Unless the problem is REALLY hard and takes a long time coding tedious things, they'd rather just do it themselves, since coding something is always more fun than figuring out someone else's code.

Also, out of my experience with many different fields of programming, game programmers seem to want to write more of the stuff themselves than most. This would be another huge subject to go into, but I think the biggest reason is that historically you couldn't ever really punt on performance in games, and you had to tweak everything to your problem. If your game ran slowly or looked bad, people just wouldn't buy it.