The primary reason would be that Gollum resented the Ring, and to an extent hated it.
Gollum used to wear it at first, till it tired him; and then he kept it in a pouch next to his skin, till it galled him; and now he hid it in a hole in the rock on his island, and was always going back to look at it. And still sometimes he put it on.
The Hobbit, Chapter V: Riddles in the Dark
As we can see from the above quote for a time Gollum did wear the ring, however he then moved to keeping it on his person, and finally left it on the island. For as Gandalf said "He hated it and loved it". It would appear from The Hobbit that Gollum stopped wearing the Ring as it tired him. This could be related to Bilbo's experience with the Ring where he says it made him feel "thin and stretched". Another option is proposed by Gandalf in The Lord of the Rings in which he states that Gollum had no real need for it in the dark under the mountain.
For it was long since he had worn it much: in the black darkness it was seldom needed. Certainly he had never "faded". But the thing was eating up his mind, of course, and the torment had become almost unbearable...
...'He hated it and loved it, as he hated and loved himself. He could not get rid of it. He had no will left in the matter."
The Fellowship of the Ring, Book I, Chapter 2: The Shadow of the Past