Because they don't want to. Because they don't want to give money, because they don't agree with the policies of the union, because they see no benefit in being a member. If the union or organisation cannot convince people of the merits of joining, that's their problem, not the individuals. To have a closed shop is to remove the requirement for the union to convince people they ought to join. Essentially, it removes the requirement for you
to do a decent job.