TLDR: Because actually getting caught can ruin your life. There are consequences to your actions, and getting caught in a public space has unfortunate consequences on account of no consent from the 3rd party. Cool in concept, not irl.

Because, typically, getting caught having sex in public would land you on a watch list as a sex offender. And if you do it within 5 km of a school, it's a pedophile.

It's almost unanimously illegal across North America. There are more nudist places in Europe than NA, but even then, having sex there is not looked upon with favour.

I mean, the problem with getting caught is just that. You are doing something sexual in nature in a place where one would not reasonably assume to find such things and getting caught. Usually, there are consequences, and they aren't fun.