If you ascribe to various religions, then because God created life on Earth, not elsewhere.
Aside from the religious connotation, we haven’t found evidence of even a fossilized microbe from another planet to date. In fact, there is no proof life exists anywhere else other than Earth.
Now for those of us who prefer science, it’s likely life does exist somewhere else. We just can’t prove it yet. If we could prove it, then it would challenge the theory of creationism.