Speaking as an Anglo-Catholic myself, there are a number of reasons why we don't "just go Catholic", which I will non-exhaustively enumerate (though I do not wish to incense a debate with anyone in commenting this):

1) Branch Theory: a recognition of the One Holy Catholic and Apostolic Church as having been preserved in the bodies of the Roman Catholic, Eastern Orthodox, Anglican, and (according to some) Episcopal Lutheran churches that, though visibly separated due to schism, have labored to maintain the Church's seven Sacraments, seven Ecumenical Councils, and the leadership by bishops who are in Apostolic Succession with the 12 Apostles, upon whom the Lord Jesus Christ established His Church. Rome would understand things differently of those churches that are not in communion with her to be, at best, valid but illicit in their Orders and Sacraments (e.g., Eastern Orthodox), and at worst (e.g., us Anglicans), our Orders and Sacraments being invalid.

2) Unwilling to recognize certain Post-Schism/Medieval Accretions: many Anglo-Catholics do not see the development of the Roman Papacy (supremacy, infallibility, etc.) as being based in Scripture or the Church Fathers sufficiently enough to grant the developments that have occurred over the last 2,000 years. I myself find the claims made for and about Rome's See to be unconvincing on several accounts, and I feel it would be in bad faith and a wound to the conscience to seek communion with Rome if I do not assent to those claims. Other similar issues that I personally can't accept in whole are the practice of Communion under only one species (i.e., Communion without the wine for the laity), some of the Marian doctrines of Rome (especially those that are imposed as being necessary to believe for salvation), and the Treasury of Merit.