Apart from not being sure that the aircraft you have in sight is the one creating the TCAS alert, the main reason is that airline pilots are lacking any sort of training for positioning and manoeuvring in relation with other aircraft.
Ex-mil pilots got that training : fighter pilots of course but also transport dudes (which doesn't mean that they would extract themselves every time from a complicated situation, in a TMA for example with multiple intruders) (although some real fighter pilots have been practising 2 vs 2, or 4 vs 4) not mentioning rejoining tankers with multiple fighters all around, or fly-by with dozens of aircraft....
So in the meantime, and in the absence of better training, fly the TCAS orders !