They can and do build them.
The problem is that at intersections the normative behavior of American drivers is to queue and wait for your turn. Roundabouts assume a different behavior based on jumping the line.
Thus there is a lot of unpredictability regarding other drivers due to generations of driving patterns developed in diverse regional driving cultures...many of which are distinctly not-urban.
In addition, this roundabout is part of an Interstate Highway interchange. The US Interstate system is at a scale that doesn't occur elsewhere. It is transcontinental.
Perhaps they need to start building more roundabouts on smaller intersections, and improve education in driving schools. Then give it time (decades).
> The problem is that at intersections the normative behavior of American drivers is to queue and wait for your turn. Roundabouts assume a different behavior based on jumping the line.
I don't think it's that different from turning right on red, or left without an arrow, or even merging on to the highway from an onramp (maybe that's the most similar, traffic in the others aren't flowing the same direction as you).