We already did the develop and testing of Opportunity and Curiosity for 15 years. Why not crank out ten more, and put them on a Falcon heavy for the Moon's south pole?
There are several over lapped reasons, and they add up to only being able to afford a rover every couple of years, so they get sent to mars where more science can be done.
The launcher size/cost is similar due to the fact that a mars lander can aerobrake, while a lunar one needs to make a powered descent.
Power is a major problem on the moon, since the 14 day night makes solar power problematic, and even if the rover sleeps it still needs to keep the batteries warm enough to function at sunrise. Radioistope heaters or RTGs both help for this but there has been a global shortage of the required material. Pretty much all of it available has gone into the missions that did fly. There are places getting steady sun, but a rover would have to leave them to actually rove, and the quest for water would mandate time in regions getting no sun at all.
A substantial part of the mission cost is the ground team that manage the mission - salaries, antenna time, infrastructure etc. These are much the same for moon and mars, though the shorter time delay and lower attenuation do help.
Science wise even Curiosity is only able to look at surface rocks with a finite number of instruments. Apollo brought back rocks that have been repeatedly revisited as technology improves, and the human deployed instruments investigated a number of things that still have not been done on mars
So if the decision was made to fly a lunar rover mission at least one major mission would have had to be cancelled to fund it, and that for one rover rather than a herd. How that stacks up in calculus of politics vs science vs mission planing is harder to quantify and goes into opinion based. Certainly if they really do get people back to the moon in the next couple of years looking for water it would be valuable to already have a rover pinning down the best landing site for that goal.
If the Curiosity Rover would work at all on a totally different enviroment such as the moon there is the fact that we do not have a big enough supply of plutonium of the right grade to power it. Combine this with a very long and cold lunar night and it looks like another rover design is needed.
Add to this the cost of building and launching the rovers which would be huge, mony which could be spent better elswhere.