Probably for the same reasons Ted Cruz does not wish to sit on the Supreme Court; both have political ambitions that would not be possible for a sitting judge.
Secondary reason: Perhaps they don’t want to put their families through the televised gauntlets of Drawing & Quartering every GOP SC candidate is now subjected to.
I can see Ted not wanting to do this. At least not right now. His family already went through a presidential race, so they vividly recall how crazy and demanding a national campaign can be.
They should decline to have confirmation hearings. Avoid the witch trials.