The short answer is a combination of cost and HIPAA
EMR - electronic medical record - systems do exist. However, because of the incredible requirement around securing the data that resides on them, it is very rare that they talk to each other - particularly outside of a single medical complex or hospital. It just isn't worth the risk to your average GP to have an EMR that interfaces with other EMRs because if there is a data breech, it is his/her butt. Since they aren't really shouldering the burden in question, it is all downside and no upside for them to have systems that communicate with other systems, so they don't make the investment required to make it possible.