There are lots of reasons.
For starters, outside of Toronto/Montreal, the existing LRT/RT systems usually do a good job of covering most of the built up area. The C-Train's termini are all pretty much right out against the city's edge. Most North American LRTs are actually pretty commuter-rail-ish (wide station spacing, radial, often reuse rail and highway corridors ect..) Vancouver's Skytrain will go out to Coquitlam. It's not like Toronto where you have this massive built-up area over the 905 and even large chunks of the 416 which don't have rapid transit. It's probably cheaper for these cities to just keep building LRT/Skytrain out to the 'burbs than to try to set up an entire commuter rail system from scratch.
Even Toronto's a bit of a weird case since the lake channels development away from the core. Something like New York, where geographic contours kinda force development into these elongated "fingers" which you can only really serve with commuter rail. If our CBD was at, I dunno, Yonge & Steeles, and the city sprawled relatively symmetrically around it, the effective distances between the city's periphery and core would be lower, reducing the need for commuter rail.
Other issues:
North American cities have high capacity street grids which connect the core to the 'burbs. This isn't the case in Europe, where cities usually don't have many high capacity roads (let alone highways) going into the core. This allows quicker LRTs/Buses into the core, whereas in Europe you'd maybe be more dependent on commuter rail.
Jurisdictional issues come into play. European cities typically have regional and local transit operated by the same agency or extremely high levels of cooperation whereas in North America commuter rail operators tend to be owned by the state, province or some kind of collection of suburban counties. This typically leads to silo-ed operations. Sometimes this is even intentional as suburban constituencies don't want poor people from the city using their transit.
Many North American cities have very decentralized travel patterns. Commuter/regional rail is, almost by definition, a hub-and-spoke system to the core. If overall regional travel demand into the core isn't very strong, commuter rail will be limited. Since what demand is there is usually 90% employment, demand outside of peak hours is usually non-existent leading to one-way, peak hour only service.
