Because for the last 300 years, they’ve been a part of Westeros, so they haven’t needed it. And for a good long while before that, in no small part because everyone knew what had happened to the Andal armies that had tried to take the Moat, the North’s main threats have been the Wildlings coming down from off the Wall, the Ironborn off their west coast, and the Arryns and eastern pirates off their east coast, so Moat Cailin slipped down the list of priorities.