I can't say for sure because I am not in the situation, and most of the shooters I know have been to at least one tactical shooting course, but I would guess that the main reason that shooters who carry a gun for CCW don't go to courses is because they never really expect to use their gun. To be honest the chances that someone will have to use their weapon in self defense is very small so it is easy for your average CCW holder to look in the mirror and say that they are better off with the gun than without the gun so they are already far enough ahead of the power curve for someone who doesn't live a particularly dangerous lifestyle. In essence, they odds are already in their favor, they have made the odds farther in their favor by carrying a gun in the first place, so why should shell out a bunch of money to go to a course that teaches something they will almost certainly never need to know. So they gamble with their life that it won't happen to them.
The other possibility is that the just don't know what they don't know. They go to the range, put pretty little holes on a man shaped target, and say to themselves "look I can take care of myself if the situation ever comes up;" then they go about their business. How many of us had no idea what we didn't know before we went to our first professional course? Even military and law enforcement training does not all cover the basics of personal defense. I have some skills that would help me in a civilian gunfight but I doubt that my squad patrolling tactics are going to be of much use. Most people think they already know what they need to know to defend themselves and they probably won't think anything differently until they either get into that situation and find themselves to not be adequately prepared or until they go to a course that shows them how little they really know.
Another possible issue is that some people look at the cost of a course and see that they could buy another gun, or two, with that money. Many people are just gun collectors that happen to carry guns or, they focus too much on the tool and not enough on the one wielding the tool. Like Cooper said, "Owning a handgun doesn't make you armed any more than owning a guitar makes you a musician." Most people buy themselves a Glock and think they are armed; then they look at going to LFI or Gunsite and think to themselves that with $1000 they would be better off getting two more Glocks, one in .40 and one in .45, to go with the 9mm they already have. What they end up with is 3 paperweights instead of 1 because they don't spend the time or money on training or ammo.