Because pasting doesn't work. Most browsers (like Chrome, IE) just remove the javascript: prefix from your pasted text, and some browsers (like Firefox) don't allow you to execute standard javascript from the address bar.
See the link in the accepted answer. If you try to paste in "javascript: blahblahblah", Chrome is smart enough to remove the "javascript: " part. What the attackers do instead is to tell the victim to type "j", then ctrl+v the rest "avascript: blahblahblah". Just tried it in Chrome, it goes through.
That is the original exploit mentioned in the accepted answer; however, Firefox and IE have disabled execution of javascript from the address bar, and I assume that Chrome is also moving to do the same thing.
But you rapidly reach a point beyond which most users can get to. Three steps: (1) open console, (2) copy, (3) paste is about the limit on what an average computer user can do these days.