Some versions of Android do not allow for that to happen.
Some apps will not allow themselves to be moved.
Very little of the apps that do move actually gets moved.
It is not worth the effort.
The SD card is meant for your music, pictures, videos, documents, and other media.
Apps belong on the internal storage.
Welcome to Android Central! In addition to ManiacJoe's succinct explanation, I would add that not all devices support the ability to move apps to the SD.