Because the primary location of most Marvel characters, like Spider-Man, is New York. Even the Avengers HQ is in New York. It's a New York based property for the most part so just shedding half of its identity by completely changing the location would make it feel lower quality. I mean, what if they set Indiana Jones on the moon and put him in Tomorrowland? It's not true to the character or the property.
But I think one thing everyone is missing here, and it's a big one, is that MCU movies are mostly all set in present day. Disney Parks work best when set in worlds we can't visit. Whether that's a world like Radiator Springs, or 1940's Hollywood, or the future in Tomorrowland, point is these aren't places we can visit. We can visit modern day California. There's nothing special about that setting whatsoever. What a Marvel land needs is to be set in the 1960's when comic book characters were in their golden age.