Because companies can choose their customers, and can choose not to serve some customers because they are too difficult/expensive, while a government can't ethically make the same choice. A government (at least a liberal democratic and republican government of, by, and for The People) serves all their citizens, it's kinda the point, whereas a company definitely maintains types of customers they are not interested in.

This is a fundamental problem with "running government like a business," one of several that point to the fundamental flaws of the entire idea (profit motive, unitary unit of execution, etc.).