Why do we not combine random number generators?
Sure, you can combine PRNGs like this, if you want, assuming they are seeded independently.  However, it will be slower and it probably won't solve the most pressing problems that people have.

In practice, if you have a requirement for a very high-quality PRNG, you use a well-vetted cryptographic-strength PRNG and you seed it with true entropy.  If you do this, your most likely failure mode is not a problem with the PRNG algorithm itself; the most likely failure mode is lack of adequate entropy (or maybe implementation errors).  Xor-ing multiple PRNGs doesn't help with this failure mode.  So, if you want a very high-quality PRNG, there's probably little point in xor-ing them.

Alternatively, if you want a statistical PRNG that's good enough for simulation purposes, typically the #1 concern is either speed (generate pseudorandom numbers really fast) or simplicity (don't want to spend much development time on researching or implementing it).  Xor-ing slows down the PRNG and makes it more complex, so it doesn't address the primary needs in that context, either.

As long as you exhibit reasonable care and competence, standard PRNGs are more than good enough, so there's really no reason why we need anything fancier (no need for xor-ing).  If you don't have even minimal levels of care or competence, you're probably not going to choose something complex like xor-ing, and the best way to improve things is to focus on more care and competence in the selection of the PRNG rather than on xor-ing.

Bottom line: Basically, the xor trick doesn't solve the problems people usually actually have when using PRNGs.