Because Coop needs to send a message that is;
- Sufficiently cryptic as to allow him to get to NASA
- Non-obvious who's sending the message
- Contains some sort of secondary message that Murph (and only Murph) can access years later
- and because the whole film is an enormous bootstrap paradox, he can't change the future because he didn't do it in the past.
This is covered in more detail in the film's official novelisation;
“Cooper,” Tars said, “They didn’t bring us here to change the past.”
Of course they didn’t. Cooper paused, calming himself. No, he couldn’t change the past. But there was something else… something about what Tars was saying.
They didn’t bring us here to change the past.
“We brought ourselves here,” he said, and he pushed off, found another angle, saw the room in a slightly different moment. It was full of dust from the storm, the storm that had come upon them at the baseball game. Murph had left her window open…
“Tars,” he said, studying the dust. “Feed me the coordinates of NASA in binary.”
And with his fingers, he traced the pattern, the lines he had found after the dust storm—
“So what are we to do?” Tars asked.
Cooper looked down the time dimension. The books? No, and not the lander. But the watch, on the shelf, as far as he could see…
“The watch,” he realized. “That’s it. She’ll come back for it.”
“How do you know?” Tars asked.
And again he felt the certainty, a pull as strong as a black hole. Stronger—it was like the pull that had brought him here. That would bring Murph back, too.
“Because I gave it to her,” he said, excitement building. He scrutinized the watch for a moment. It would have to be simple, binary, or…
He had it.
“We use the second hand,” he told Tars. “Translate the data into Morse, and feed it to me.”
On top of that, as @VikramadityaMondal has pointed out in his comment, picking something up seems to a very complex procedure when he only has the ability to push & pull.