Here the reasons:
1) Weight
2) Cost
3) Noise
4) Consumption
5) Dimensions
6) Ground connection
After all:
a) If you not have a good ground connection the transformer is mostly useless because the capacitive coupling between the windings leave pass all the high frequency part of the strike;
b) the transformer must be dimensioned for the maximum load due the contract with the electric company, but at home usually the contract is not fully used except for some peaks during the day; the transforme anyway dissipates a good 5% of the rated power in heat and this could be a significative part of the daily average power used.
c) If placed in the wrong environment the life of the transformer is usually very short
Mandi