Because the energy required to carry it there is approximately equal to lift it all the way up there, not "drop it down a hole". You can't drop something into

Because the energy required to carry it there is approximately equal to lift it all the way up there, not "drop it down a hole". You can't drop something into the Sun without first overcoming a huge potential energy barrier between here and there. Macroscopic things can't "tunnel" through so you have to go the long way round.