Changing the electoral system means passing laws.

The people who pass laws are elected representatives.

The current electoral system works well for the current elected representatives (kinda by definition, because it's what got them elected).

So, the laws won't get changed because the people who have the power to pass the new law aren't going to pass a law that disadvantages them.

Case in point, the Liberal Party of Canada promised that if elected they'd reform the electoral system and get rid of first past the post. But, of course, FPTP is a massive advantage for the two main parties, the Liberals and the Conservatives. So, when they won the election, they quickly backed out of that promise. The only parties still promising to get rid of FPTP are the smaller parties who would have a big advantage if FPTP went away -- but, of course, these small parties can't win elections because of FPTP, so their promises to get rid of it are empty because they will never be in a position to make that change.