You can write an equation for a theory in which the superparticles have the same mass as their partners, and in a world like that, they would be everywhere. But that's a world with "unbroken supersymmetry". The standard view about the real world is that supersymmetry is "broken" by some effect which acts unequally on particles and their superpartners, making the superpartners more massive. Because of E=mc^2, in general, a particle doesn't get created unless there are, say, collisions occurring with an energy greater than its mass. This is why people look to high-energy particle colliders like the LHC in Europe to produce evidence of superparticles. The other place they might be found is in cosmology - the dark matter may be massive superparticles left over from the early universe, when there was plenty of energy around. The other feature of massive particles is that if they can, they tend to decay into less massive particles, so these remnant superparticles would need to have small or zero possibility of decay to still be around.
Particle physics is all about making a hypothesis and then testing it. You say, let's suppose there are particles with certain properties, such as symmetries, and that these are the further details - now let's see what the equations predict. Over the years, many, many, many theories which contain supersymmetry have been proposed. There are many different ways in which supersymmetry can be broken, too - e.g. if you want to see some technical talk, look up "gauge mediation" and "gravity mediation". So supersymmetry is just a feature of the world that you can include in your theory, or not, just like you can include gravity, electromagnetism, or three different types of neutrino in your theory. The only difference is that if your model doesn't contain any of those, we already know it's wrong, but we don't yet know if supersymmetry is real or not.
I may as well add that in another thread in this forum, we have been discussing that supersymmetry is real and already visible, and that the superpartners of the known particles are actually *composite* particles already known from nuclear physics. But this is a weird new idea and it doesn't quite have a proper mathematical expression yet.