The only short stories I've done for a very long time don't really count, they're written in context of a larger framework, mostly missing pieces and background information, most of them not intended for anyone but me.
I think the biggest reason why I don't do short is that I don't enjoy reading short stories much any more. Even the good ones tend to leave me feeling unsatisfied, I'm just getting comfortable and they're finished. There have been a few exceptions in recent years, but only very few. I love to be able to settle in for the long ride. Each writer has their own tone and style, each story has its own feel. I find that, now more than ever, I like to get comfortable with that and roll around in it for a while.
Of course saying that puts me in an awkward position if I ever decide to try and write short stories for publication. ... But no one here would be so rude as to bring this up then, would they?