Edwards already existed, so using that for landing saves you the cost of constructing something else.
Moving the shuttle back to Florida after landing cost a lot of money and time. With sufficient flight rate, you recoup the cost of a closer landing facility. History of the Shuttle Landing Facility states
Landing the orbiter at KSC’s Shuttle Landing Facility instead of at
Edwards Air Force Base saves at least an estimated three-quarter
million dollars and about five days of processing time for its next
Those are big numbers to justify building something close to Kennedy.
For west coast launches, I couldn't find similar figures, but both time and expense must have been much smaller. You'd still fly it back, but could do it in one hop in an afternoon. If the flight rate goes up and you're flying 12 shuttles a year from Vandenberg, you'd probably reexamine if building a closer landing facility would be worth it.
Further, with facilities on both coasts, you significantly increase the opportunities for landing with both opportunities and dissimilar weather. A landing facility 250km away doesn't create a similar enhancement.
Finally, the launch facility needs to be pretty close to the coast, but the California coast can get persistent fog. The benefit of the facility is decreased if it's too foggy to land regularly.
Space Archive on Vandenberg weather.
The probability of overnight coastal cloud cover during the summer
varies from about 60 to 70% depending on the location, with Vandenberg
AFB falling in the middle of this range