Because the main characters can hear and understand him anyway so there is no point.
Can all the characters hear Stewie when he talks?
The single most asked question about the show. They can, they can hear him and understand him, its just that he's a baby and for that reason they just don't take what he says with any seriousness.
So it's just funny that he wants to kill Lois?
Yeah, the best analogy I can come up with....there was an incident where my cousin's 4 year old son was leaving our house and he turned to my mother and said, "I'll see you in Hell." No one really knew where he picked that up, but everyone was laughing their asses off because here was this 4 year old telling my mother he would see her in hell.
He probably got it from TV!
He probably did. So basically, if you look at it like that, let's say hypothetically the kid was deadly serious, which Stewie was, people would still say, "Oh, isn't that cute." So they can understand him, they just didn't take it seriously.
TV Shows on DVD, Interview with Seth MacFarlane
Of course this interview is from 2003 and Family Guy isn't exactly known for sticking to its own canon especially for the sake of the joke so this could change if it suits them.
It's worth noting though that not all the characters always hear him so whilst they may understand what he says they don't actually hear it to respond anyway. This is mentioned on Wikipedia here but the source link is to a YouTube video that has been taken down.
However at the 2011 ComicCon panel, he compared this to Wile E. Coyote in the old Merrie Melodies cartoons. MacFarlane went on to say that Brian always hears Stewie, and more recently so does Chris, but the writers usually strive for Peter, Lois, and Meg not to hear him. Once Stewie leaves the house, the question of who can hear him depends very much on the story. MacFarlane also states that these rules can be broken for the sake of comedy, so this could change from one episode to another.