Because the governments will, in order of effort needed for compliance, fine them, eminent domain their robots, arrest them, shoot them for resisting arrest, or fire a cruise missile into their secret volcano lair.

Also because if you have a self replicating robot army, you can give every man, woman, and child their own personal O'Neill cylinder and still have 99% of Venus left over, let alone the remainder of the solar system's resources.

If we've gone so far that governments cannot stand up against private robot armies then that's not an option anymore, but the point is not to get there.