Because each planet is isolated in its own orbit, and the orbits do not cross. We believe that in the very early history of the solar system, when the Sun was new, there may have been dozens or hundreds of planetesmal bodies. Over the course of the first hundred million years or so, all of the ones that might collide did so, and our mature and stable solar system is the result after 4.5 BILLION years.
In fact, we believe that the proto-Earth probably collided with another planet-sized object perhaps as large as Mars. The impact re-formed the Earth as the heavy iron-rich cores of the planets merged, and the lighter debris from the collision probably formed the Moon! This explains why the Earth is more dense than any other planet, and why the Moon is so light in comparison.
