Why, now that is a better question. The short version is that they can, in general, travel safely alone and unescorted. Actual countries (not Somali pirates, clearly) respect the sovereignty of vessels at sea, visual contact with another vessel is rare at sea, they don't carry the really fun ammunition, and most people in their right mind really don't want to piss off the U.S. Navy.
Did someone forget about the USS Cole? 17 American sailors dead?