They can and do build them.

The problem is that at intersections the normative behavior of American drivers is to queue and wait for your turn. Roundabouts assume a different behavior based on jumping the line.

Thus there is a lot of unpredictability regarding other drivers due to generations of driving patterns developed in diverse regional driving cultures...many of which are distinctly not-urban.

In addition, this roundabout is part of an Interstate Highway interchange. The US Interstate system is at a scale that doesn't occur elsewhere. It is transcontinental.