Because they don't know how to power such an object for that long, can't guarantee a minimum reliability over that long a haul, and can't afford to build it in the first place.
Building cost is certainly a problem, but not power. The ship would be coasting most of the way. I think the real reason is that after a generation or two, the bathrooms get really yukky, and everyone would prefer to die rather than use them.
You still need enough energy to keep a large ecosystem going for thousands of years (at least), with no solar power available. Then remember you have to schlep that power source and fuel with you.