Because, many Christians confuse the obligation of charity, which is a PERSONAL obligation with the so called charity of the nanny state. They are too shallow to comprehend the internal change which begins with repentence and manifests itself in the way in which you live your life and charity is only one of those manifestations.
Social conservatives too often confuse the moral absolutes which are the obligations of a person who has surrendered to Christ with the law. It has been proven time and time again that it is difficult, if not impossible, to legislate morality.
Change comes from within.
Remember, Jesus was not American. He didn’t have any notion whatsoever that government should not provide charity. There is nothing inherently unchristian in the nanny state.