Because congress won’t let him:
On January 22, 2009, President Barack Obama signed an order to suspend the proceedings of the Guantanamo military commission for 120 days and to shut down the detention facility within the year.[11][12] On January 29, 2009, a military judge at Guantanamo rejected the White House request in the case of Abd al-Rahim al-Nashiri, creating an unexpected challenge for the administration as it reviewed how the United States brings Guantanamo detainees to trial.[13] On May 20, 2009, the United States Senate passed an amendment to the Supplemental Appropriations Act of 2009 (H.R. 2346) by a 90–6 vote to block funds needed for the transfer or release of prisoners held at the Guantanamo Bay detention camp.[14] President Obama issued a Presidential memorandum dated December 15, 2009, ordering Thomson Correctional Center, Thomson, Illinois to be prepared to accept transferred Guantanamo prisoners.[15]
The Final Report of the Guantanamo Review Task Force, dated January 22, 2010, published the results for the 240 detainees subject to the Review: 36 were the subject of active cases or investigations; 30 detainees from Yemen were designated for ‘conditional detention’ due to the poor security environment in Yemen; 126 detainees were approved for transfer; 48 detainees were determined ‘too dangerous to transfer but not feasible for prosecution’.[16]
On January 7, 2011, President Obama signed the 2011 Defense Authorization Bill, which, in part, placed restrictions on the transfer of Guantanamo prisoners to the mainland or to foreign countries, thus impeding the closure of the facility.[17] U.S. Secretary of Defense Gates said during testimony before the U.S. Senate Armed Services Committee on February 17, 2011: “The prospects for closing Guantanamo as best I can tell are very, very low given very broad opposition to doing that here in the Congress.”[18] Congress particularly opposed moving prisoners to facilities in the United States for detention or trial.[18] In April 2011, Wikileaks began publishing 779 secret files relating to prisoners in the Guantanamo Bay detention camp.[19] As of March 2013, 166 detainees remain at Guantanamo.
http://en.wikipedia.org/wiki/Guantanamo_Bay_detention_camp