I mean, I feel like the reason is because wheels kinda suck as a form of locomotion? When would wheels be better than multiple, articulated, terrain-adaptable limbs (which usually double as a gripping mechanism, self-defense, interacting with the environment, climbing, masturbation, etcetera). Long story short, wheels are overrated.
Also, this:
https://youtu.be/ltvLo2vNls0?t=124