Why don't 3D printer heads use ceramic inner walls?
It can be done cheaply, as two different users have proven, see 


A practical 10 Cents Ceramic tube hotend, and;
Hotend with ceramic parts. 


However, as Paulster2 states in his answer, there are some technical issues with using it, which make it rather problematic. Apparently, in comparison with PTFE, the thermal conductivity of the ceramic in spark plugs is too high, to use (according to nophead - a user on the reprap forums), and there are friction/clogging issues, unless the inner diameter is very well polished.



Synopsis of reference

The RepRap user, hp_, encountered the issues above when attempting a design - from Ceramic Hotend - Part 1


  Research
  
  As far as I know there are no ceramic hotends out there, I know
  nophead has tried some spark-plugs for nozzle holders but found them
  not suitable(thermal conductivity is pretty high). I wanted to give it
  a go, confident enough (I hoped), that it would work :)
  
  So in my case, a hotend exists out of 2 main parts, a nozzle holder
  and a nozzle.
  
  
  The nozzle is the easy part it would stay brass.
  The nozzle holder is the interesting part, here is what I've come-up with
  
  
  total length should be in the range of 35-40mm, see my first sketch
  below:
  
  
  
  here are many types of ceramic out there, ie. 95% AI2O3, 99% AI2O3,
  Zirconia (see material properties sheet Link)
  
  95% AI2O3 is easy to buy but after a few tests the conclusion was its
  to brittle for my taste, second material to try is Zirconia. 
  
  I've found a few Chinese ceramic manufactures. Only draw back I had to
  order 10 pieces for the first batch.. on something that has never been
  tested, well I'd give it a shot.... and ordered the parts.


but the clogging issue mentioned above was encountered:


  ...after the first layer, it just stopped extruding.. ugh!!! what could
  be wrong????
  
  Possible root causes
  - Friction coefficient? Meaning after awhile the friction between PLA and the Ceramic became so high it would just jam the nozzle holder.
  
  
  Stickiness? Could it be that after awhile PLA would just stick to the Ceramic and would jam because of this?
  PLA thermal expansion( nozzle holder barrel is to small?) so the inner diameter of this nozzle holder is 3.2mm, could it be that the
  3.0mm filament would expand so much because of the heat, that it would start to jam the nozzle holder?
  Connection between nozzle and nozzle holder is insufficient cause the Jam??
  


The user was forced to return to using PTFE.

From Ceramic hotend part-2, after some rework done by the Chinese manufacturer, the new hotends worked correctly:


  Awhile ago i stared working on the ceramic hotend and found out the
  first version wouldn't work for 3.0mm fillament,
  
  after some discussion with my chinese counterpart :) i got a new
  version of the ceramic piece.
  
  They polished the inside very deep and precise. and i gave it another
  go.


and 


  some more tinkering with the hotend and a new nozzle design, with a smaller Inner diameter, and its longer 


Apart from that the details are a little sparse.



Additional information

From J-head with ceramic body instead of PEEK, specifically this post:


  
    Just to be clear, it's Ceramic Zirconium.
    
    My concern was that Zirconium becomes brittle when it is exposed to heat for consecutive long periods of time. I would stay with PEEK.
  
  
  MgO or Yttria stabilized grades of Zirconium are very stable.
  
  Pure ZrO2 is known to crack, so additives are used to stabilize it.
  
  Key Properties of Zirconium Oxide
  
  
  Use temperatures up to 2400°C
  High density
  Low thermal conductivity (20% that of alumina)
  Chemical inertness
  Resistance to molten metals
  Ionic electrical conduction
  Wear resistance
  High fracture toughness
  High hardness
  
  
  Typical Uses of ZrO2
  
  
  Precision ball valve balls and seats
  High density ball and pebble mill grinding media
  Rollers and guides for metal tube forming
  Thread and wire guides
  Hot metal extrusion dies
  Deep well down-hole valves and seats  -Powder compacting dies
  Marine pump seals and shaft guides
  Oxygen sensors
  High temperature induction furnace susceptors
  Fuel cell membranes
  Electric furnace heaters over 2000°C in oxidizing atmospheres
  
  
  Zirconium oxide
  
  Zirconium oxide is used due to its polymorphism. It exists in three
  phases: monoclinic, tetragonal, and cubic. Cooling to the monoclinic
  phase after sintering causes a large volume change, which often causes
  stress fractures in pure zirconia. Additives such as magnesium,
  calcium and yttrium are utilized in the manufacture of the knife
  material to stabilize the high-temperature phases and minimize this
  volume change. The highest strength and toughness is produced by the
  addition of 3 mol% yttrium oxide yielding partially stabilized
  zirconia. This material consists of a mixture of tetragonal and cubic
  phases with a bending strength of nearly 1200 MPa. Small cracks allow
  phase transformations to occur, which essentially close the cracks and
  prevent catastrophic failure, resulting in a relatively tough ceramic
  material, sometimes known as TTZ (transformation toughened zirconia). 
  
  Zirconium dioxide is one of the most studied ceramic materials. Pure
  ZrO2 has a monoclinic crystal structure at room temperature and
  transitions to tetragonal and cubic at increasing temperatures. The
  volume expansion caused by the cubic to tetragonal to monoclinic
  transformation induces very large stresses, and will cause pure ZrO2
  to crack upon cooling from high temperatures. Several different oxides
  are added to zirconia to stabilize the tetragonal and/or cubic phases:
  magnesium oxide (MgO), yttrium oxide, (Y2O3), calcium oxide (CaO), and
  cerium(III) oxide (Ce2O3), amongst others.
  
  In the late 1980s, ceramic engineers learned to stabilize the
  tetragonal form at room temperature by adding small amounts (3–8
  mass%) of calcium and later yttrium or cerium. Although stabilized at
  room temperature, the tetragonal form is “metastable,” meaning that
  trapped energy exists within the material to drive it back to the
  monoclinic state. The highly localized stress ahead of a propagating
  crack is sufficient to trigger grains of ceramic to transform in the
  vicinity of that crack tip. In this case, the 4.4% volume increase
  becomes beneficial, essentially squeezing the crack closed (i.e.,
  transformation decreases the local stress intensity).


and the following post


  Thermal conductivity:
  
  
  Diamond thermal conductivity: 1000 W/(m·K).
  Copper thermal conductivity: 385 to 401 W/(m·K).
  Aluminum: 205 W/(m·K).
  Stainless steel 16 W/(m·K).
  Granite: 1.7 to 4 W/(m·K).
  Zirconia has a typical thermal conductivity of 1.7 to 2.2 W/(m·K).
  Porcelain has a typical thermal conductivity of 1.5 to 5 W/(m·K).
  Glass thermal conductivity: 1.05 W/(m·K).
  


Rulon

As an aside, again from J-head with ceramic body instead of PEEK, specifically this post:


  Rulon was one material we used. I think it is a glass filled ptfe. The mechanical strength is far better than solid ptfe and it is easy to machine. There are many grades but Rulon AR for example will withstand 288 deg C.


but there are inconsistencies in quality


  Rulon i looked at a while ago, there are plenty of options with it, however the cost of some of these materials can be incredibly high, and in some cases availability is a serious problem, and the difference country to country is borderline criminal in some cases