Because they'll make you worse off the more you scale them up. It's like pointing out that a drink of alcohol with a friend led to positive results so why not lean heavily into drinking? And the answer is because it is something that people enjoy that can be tolerated in small amounts but isn't much of a strategy if the goal is a happy, healthy outcome.
That's ridiculous. The countries with the highest quality of living all have strong social programs. If you want an analogy for alcoholism look at the US. Capitalism works here, so let's use it everywhere!
I'm tempted to copy what you wrote as a response without the "That's ridiculous" part. It isn't ridiculous, it is just a factual description of reality. The reason the US can afford the strong social programs is because of its heavy commitment to capitalism. If a country is poor and weak then it can't afford to endure the pain that a strong social program causes. Poor countries just can't sustain populations of people who consume resources and don't create anything especially valuable. If you scale up the social programs too far at some point the wealth destruction becomes intolerable; there's some optimal amount of damage that can be accepted and "lean in to socialism" isn't the best strategy to find that balance because by the time the pain becomes intolerable it has already happened.
