Perhaps because no one has ever managed to remain alive for the millions of years required to do so? Hrmnn? Yet microbiological evolution has been observed, even forced. One could make the argument that the various breeds of livestock humans have crafted over generations of selective breeding illustrate the principles of natural speciation, in fast-forward.
Better than that. "Macroevolution" is, by definition, evolution at (or beyond) the species level. Any event leading to the origination of new species is "macroevolution," and some instances of speciation have been observed, or can be securely inferred to recently occured. Therefore "macroevolution" has actually been observed:
Nonsense, and a great example of the 'fluid' way in which evolutionists treat the facts in order to attempt to give evidence for their theory. Evolutionists have been trying since Darwin to confuse micro-evolution and macro-evolution. No one disagrees with micro-evolution - the small changes that species make to adapt to their environment. However, the meat of the theory of evolution is not small changes. Indeed, they should not even be called changes at all, they should be called transformations. The theory of evolution posits that step by step through the millenia since life began, species have been transforming themselves into new species each one more complex in their organisms than the previous ones. They posit that fish developed legs and started walking on earth. They posit that reptiles grew wings and became birds. They posit that reptiles again grew mammary glands, became live bearing, and turned themselves into mammals. These transformations by small adaptations were very questionable even when first made. However, genetics and specifically the discovery of DNA has made them quite impossible. Adaptations can occur by single point mutations in a gene. Transformations require not just a totally new gene, but many new genes to be created to support those transformations. The impossibility of this happening by random mutations (and there can be no selection in the creation of a gene since there is no function until the gene is completed) is astronomical. The possibility of thousands of new genes being created for the millions of species living and dead is a total impossibility.
Speciation while a prerequisite to such transformations is not proof of macro-evolution. A species (especially with the loose terminology of evolutionists) can arise (according to evos) by merely being geographically isolated from the rest of the group (guess Robinson Crusoe was not a man anymore because he ended up in a deserted island), it can also (according to the evos) become a new species just because the bird-songs it sings are not recognized for mating by other individuals having all the same characteristics. The classic definition of speciation is the ability to mate and produce offspring. This however is not sufficient because the two species can still have essentially the same characteristics and still not be able to produce offspring with each other. In other words they will still be birds, they will still be fruit flies, they will still be fish. They can be the same in all essential characteristics and still not be able to produce progeny. This is still micro-evolution because the species, neither one, has acquired any new faculties, and has not become more complex in any way.
So to sum up. Macro-evolution is a transformation requiring new genes, more complexity and new faculties. In terms of genetics, it requires at a minimum the creation of more than one new gene. In terms of taxonomy it would require an organism to change into a different genus.