Why don't fish groom each other?
All cases of same species grooming I know of involve animals with a certain amount of dexterity. For example (images from wikipedia):


Macaw beaks:


&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;


Primate fingers:


&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;


Even ponies rubbing each other:


&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

In all of these cases, the animals involved have the right tools for the job. fingers, beaks and prehensile lips can all close in on a parasite and remove it with precision. how exactly would you expect a shark to do this (image from the guardian)?

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 

Sharks can and do rub themselves against rocks to get rid of dead skin but they simply don't have the tools for the kind of detail work that the smaller fish can do for them. The same applies to other fish. I think you will find that at least in most cases, fish that use client species to groom themselves wouldn't be physically able to do the same job themselves. It's all a matter of the right size and the right tools. 



Note that this is pure speculation, I have no references to back this up, it just seems reasonable. I would not be surprised if some fish did actually indulge in social grooming, it's just harder for the reasons outlined above.