It's because of what I call the "personal Hell" theory.
The "Personal Hell" theory states that a person would rather stick to doing things that keep their life situation unhappy because it's comfortable to them, than to do new stuff that might make them happy but is new, different, and therefore not as comfortable. It's the same reason women stay in abusive relationships - they want to get out (personal Hell) but stick around because there's a chance they may not find anybody and end up alone, which to them is worse than being beaten but at least having somebody.
Your problem, my friend, is that despite the new stuff you learn on these boards to get better with women, you are habitually used to doing the WRONG things, which has become comfortable to you. So, at the point where you start to try new stuff, your brains goes "WHOA! Wait a minute!! What's this NEW thing you're trying?? Oh no no no, we're not used to doing that, that feels uncomfortable - let's go back to doing things the old way, m'kay? It's got to work one of these days!"
I used to be just like you (which is why I ended up writing a whole eBook about all the wrong things I was doing so I'd stop doing them). When you're used to doing the wrong things, the last thing you want to do is risk doing new things that may also end up being just MORE wrong things to do. A perfect example would be me and the phone: I used to listen to Doc Love's stuff all the time, and he would talk about waiting 5 to 9 days to call a girl before asking her out. And I thought he was INSANE!! "But, she'll forget I even exist, or stop liking me, or have some other guy come in and take her away from me..." Now, my own personal experience of contacting girls immediately after a date wasn't working (personal Hell), but I had gotten used to doing it, and this new info of waiting x-amount of days just felt wrong to me...
Fast-forward to today, though: I advise guys all the time to wait at least 4 days between dates to hit a chick up. Why? Once I finally decided to TRY it, I got better results and more 2nd, 3rd, 4th etc. dates. It's now to the point where I've hooked up with girls that I don't call for 3 weeks to 3 months, and as soon as I do they're ready to go back out and/or hook up again. But, I wouldn't be able to do that had I not been willing to finally step out of my personal hell and say "eh, let's try it - I'm already NOT getting women, what have I got to lose?"
Note: as you get older and start to become more secure in your life and the person you are - as well as having a job, your own place, etc. - it will also get much easier to keep the interest of women. So, definitely work on these things and building up your self-esteem - you'll find that once you don't need women to make you happy, they'll be falling all over themselves to volunteer to do it