Because they stay there thinking its their right. Thinking they deserve to destroy Israel.
Also, before hamas pulled off the 7th October shitshow Gaza and Palestine was relatively save and began to economicaly get on track.
Also most refugees are a very very small portion of the people from a area, most stay. Even in Mariupol Ukraine there are still people, even in actual warzones where the invading military (Russia) hunts civilians.
Right now they can’t leave because of the terrorist attack, nobody wants those terrorists to get away into another country.
Why do jews still exist even after being literally hunted for most of history?