Because the concept hasn't worked all that well even for light-duty. There are still a LOT of bugs to be worked out of the technology and, by and large, the major railroads have not been terribly excited by the results provided by the ones they're operating now. Without state and federal subsidies making the units significantly cheaper, they likely wouldn't have been purchased at all in most instances -- certainly not before the technology was really matured.
Now that the subsidies have dried up, many of the railroads are turning towards repowering units (with Cat power or EMD's 710ECO program, et al) -- not converting them to unreliable gen-set units. The vast majority of the "benefit" of GenSets is in the form of environmental pollutants, not fuel-savings (which, while they exist too when compared to an old unit, are virtually nil when compared to a new repower). The railroads don't save money by reducing their harmful emissions; so sticking with something far more conventional of a solution is much more preferential as long as its their own money buying it.
Lack of commonality isn't helping matters either, particularly when the locations that are often tasked with servicing the units are not locations one normally has to worry about stocking much material at.
Additionally, while light-duty units are tasked with performing a very wide variety of duties of all sorts, and at any given time can be switching 1 car or 100 cars, going 5mph or 50mph, switching or mainline hauling, where the large range of available power provides significant benefit (like the difference between pulling with a 44-tonner or a GP40); road units are tasked with doing a much narrower work-scope. Locomotive planning usually ensures that a train gets just as much power as it needs to maintain the average speed that the schedule requires for that train. If the 4000hp of the locomotive wasn't needed, it wouldn't be included in the consist. The fuel economy that is desired in that narrow application can be achieved through throttle settings that can be controlled via various technologies. Trains (in virtually any situation involving a road unit) run multiple locomotives and can alter power settings between them as the route their running on dictates more or less needed pulling power. So, in effect, each locomotive in the consist is sort of like the individual small engines in a single gen-set locomotive. The complexity of multiple gen-sets on a train consist would simply give more granularity to your power generation that simply isn't needed and wouldn't provide a benefit that would offset the additional complexity and potential issues -- of which there would be many.