It's because, going into the 2010 election season they felt it was better strategy to let the House pass a budget (remember the "Ryan Plan" and ads about throwing grandma off a cliff?) and then attack Republicans over what was in their plan, rather than pass their own budget and give Republicans ammunition for a counter-attack.
They didn't want to be held accountable for voting for or against things that they would put into their budget, so they avoided it altogether. They've been doing it ever since, and the MSM isn't calling them out on it.
-PJ
I’m sure that’s part of it. The fact that they get to graft 787 BILLION dollars to their political cronies every time they pass a CR is part of it too.