Well, apart from anything else - most Space Marines are insular types who don't really like human company.

If they establish their Fortress-Monastery on a populated world, they're going to get spammed constantly with requests for attention, assistance, advice, leadership, attention, a ruling on some issue, more attention etc.

Notice me senpai!

— all the mortals

If you establish your Fortress-Monastery on a populated world, you're also taking away a world that could be otherwise useful to the Imperium. Astartes Chapter Homeworlds have an Aptus Non tithe grade.

Some Astartes see humans as their little bros and not as pests. The Ultramarines don't mind getting involved in governance and the Salamanders actually seem to like their mortal comrades. But these are the exceptions that prove the rule; most Ultramarine successor chapters did not act in that way until Guilliman returned and decided that Astartes would directly rule the Five Hundred.

And speaking of which: The Realm of Ultramar has not historically been the same thing as the Five Hundred Worlds. The Triumvirate of Sanguinius/ElJonson/Guilliman ruled the Five Hundred when it was Imperium Secundus, but Guilliman broke Astartes control over the Five Hundred and reduced the Ultramarine control to the core worlds; the Realm of Ultramar. In Dark Imperium Guilliman restores Astartes control to the entire Five Hundred, to the great dissatisfaction of many Imperial rulers whose worlds are affected.

The Imperial Fists have some protection from annoying humans because they live on the Phalanx and all of Terra is already set up to keep people from annoying the great and powerful. The great and powerful of Terra, meanwhile, think they're too important to bother nagging the Astartes.