Because normal scales use different intervals to make it sound musical, with different scales associated with different moods. Try using the chromatic scale to write a lead riff. The only one listening will be Ben Stein.

If you do that you will end up sounding terrible. Every key has specific notes in it, so stick to the scales
Paul Gilbert
Steve Vai
Joe Satriani
John Petrucci
The point of scales is to find notes which work well together in a melodic manner (or not, depending on your mood).

Having "all of the notes" in a scale, defies the reasoning behind scales all together.
I bet you five bucks that I play guitar.