We’ve found toys in west Mexico that are wheeled. They at some point at least did figure it out. As for why it never caught on, common guesses are a lack of draft animals, rough terrain, and more availability of navigable waterways.

Also the possibility that what was being traded didn’t incentivize heavy loads. Most cultures in the Americas were self-sufficient for food. Their currency wasn’t based in valuable metals. Most trade was focused on finished goods and wares, not bulk raw materials.