Because the Ministry keeps tabs on people Apparating
This question was asked to JK Rowling in a 2000 interview.
How does the wizarding world protect Muggle banks and vaults, etc. from wizards apparating into them and stealing the contents?
J.K. Rowling: Well, the Ministry of Magic keeps tabs on people apparating. That's why you have to have a license to do it, and the moment you abuse it you can find yourself in serious trouble (or Azkaban!).
