Logistics – as mentioned above. Hotel rooms for all the crew and riders, drive time (transfers pre/post stage which have UCI limits on them), fuel stops (and the associated costs to the teams of fuelling their cars and buses), finding the relevant start and finish towns and a route in between them that is viable, gives good TV, allows decent crowds…
There’s also the fact that what you consider to be a really nice climb to just go and ride up doesn’t necessarily make for great racing. Sending a race along miles and miles of singletrack roads means the cars can’t service the riders, the motorbikes can’t move up and down the bunch and the whole thing could be “shut down” by just half a dozen riders sitting on the front.
Parking is another massive logistical headache, especially for all the start / finish crews with their lorry loads of barriers so finishing it up somewhere like Bealach na Ba isn’t going to work in terms of getting all the finishing kit up there.