Because supplements rarely work as well as the ads say they will.
You can usually get the same results much less expensively with real food and exercise. The only time supplements may be useful is if you are deficient in something. I'm female and lactose intolerant so I don't consume my calcium through my diet, therefore I take calcium pills. But if you are getting all your basic nutrients through your diet, most additional supplements will just be disposed of by your body ... you'll pee them all out. With some supplements (vitamins and minerals) however, overdoses can be toxic.