Trains run on rails, which doesn't exactly allow them to go off-highway. If you're already spending a fortune on building the rail infrastructure, why wouldn't you spend a few bucks extra to install the extension cord?

Because in most places in the world, the rail is already built.

So it's either extend the existing rail network, or try to build a new one entirely.

(Apparently it's something on the line of $10m/mile to add electrification, so presumably building it while building out is less, but not much less.)