Because they're very different experiences, I'd say. Plus the 2D animation used in a lot of Anime is gorgeous, whereas the 3D visuals in most Japanese games is kind of a turnoff, honestly. The writing from what I've seen isn't on par with the better anime, either.
That said, when it comes to Anime and JRPGs, I tend to prefer the stuff released pre 2000's anyway, with a few notable exceptions.