Because it would go against the U.S Constitution granting each state the right to govern themselves with their own laws and ordinances. A national police force wouldn't work because training is relative to each state as each state has it's own laws and statutes. What is policed in New York is different than what is policed in Massachusetts because the laws are different. This kind of issue just would not work in a national police force. The FBI and state police cooperation fulfills the role of interstate crime in the U.S. That is just the way it is and unless you can find a way to change the U.S Constitution you won't find America with a national police force working at the local or state level.
Part of a paper I wrote for a college course when faced with this question:
The faults of an American national law enforcement agency lie with the creation of America itself and the U.S Constitution. Our constitution gives our states their sovereignty and the power to create, translate, and enforce their own laws freely from any federal entity. With this in mind we must come to also understand that what is effective law enforcement in one state is different in another. Because of these facts a national standard training system, SOP, and deployment would be redundant and conflicted. How would you be able to differentiate at the federal level the enforcement of state laws as an agency. That kind of fundamental flaw could spell disaster down the line. Feeding off this is also the proposed idea of a standard set of priorities that will dictate the focus of a national agency. A singular set of priorities would not trickle down the vine effectively in a national agency. What is prioritized in combating crime in Chicago isn’t necessarily needed in North Andover, Massachusetts. This is not to say a national police force could not be formed, however, its formation would need to be able to intrinsically focus on the state, county and local needs of each sovereign entity within America. This being a task that would require an incomprehensible amount of time, money and planning to be effectively done.