Probably because of all of the problems they cause. Unfortunately, when dams are built with no forethought, they cause alot of ecological problems down stream. Because a damn stops the flow of water, it also stops the flow of sediment, biological life and many other things. This can cause fish populations to die and the fertility of the land down stream to suffer.
Fo instance do some research on the Nile river. It was once supper fertile all along that river, but then it was dammed (literally) and downstream from that damn the land became desolate.
On a positive note, we do now have the knowledge to damn rivers for hydroelectric power, while minimzing these effects downstream.