Because of the enviro wackos. They put the screws to the damned Dems, more than 30 years ago...hence no more drilling and no new refineries built.
That's only part of it and a small part. First, they could build in Mexico. They won't. They've been rationalizing refining capacity for quite sometime. Building new refineries has not been on their agenda for quite some time. Blaming the enviros is an easy excuse to feed the public.