I suppose it's similar to the question I often ask - why don't rich people piss off to a life of idle luxury in Italy - but a lot of the things annoying rich people do actually add to their importance, power, and attention. I find that weird, but okay I can understand it. How is being the Junior Senator From Pennsylvania actually a step up in the life of Dr. Oz?
Imagine actually having to show up to work! Sure they don't have to show up to work all that much compared to some jobs, but imagine doing the Reconciliation Vote-A-Rama, or other moments when everybody kinda needs to show just in case Schumer does some tricky.
Really it just isn't that great a job, and Oz already had all the perks.