Because the EM force does not obey the equivalence principle. For example, suppose you have three objects, one with a charge of +1, one with a charge of zero, and one with a charge of -1. You start them all off at rest relative to each other at the same point in space in the same EM field. Because of their different charges--or more precisely, their different charge to mass ratios--they will not stay together.
In the case of gravity, by contrast, all three objects would stay together (we start them at the same point in space so tidal gravity won't separate them). Heuristically, this is because gravity acts on the "mass to mass ratio", not the charge to mass ratio, and the mass to mass ratio is the same for all objects. (Usually this is described as inertial mass being the same as gravitational mass.) But observationally, the key fact is that gravity obeys the equivalence principle, whereas the EM force does not.