And also because combustion turbines are a seriously nice technology. Heat exchangers are expensive. A NPP transmits heat across many fluid/solid interfaces: fuel rods to coolant, primary to second coolant heat exchanger, secondary loop to steam generators, and steam to cooling water in the condenser after the turbines. A simple cycle combustion turbine avoids all that. Even a combined cycle power plant puts much less heat through its steam bottoming cycle for a given power output.
Correction: I added an extra loop there. Silly -- the primary loop drives the steam generators. I may have been thinking of MSRs, which have a sterile salt loop between the steam generator and the fuel bearing salt.
Also worth noting that Boiling Water Reactors (about half the current fleet) eliminate the steam generators and secondary loop, at the cost of increased nuclear and mechanical complexity in the reactor.