Because in an overwhelming amount of cases insurance company's will not insure coastal homeowners, specifically because of the risk of hurricane damage.
Coastal windstorm is a non-diversified risk with high severity of loss with a difficult to project occurence. This means that an insurance company would have to price the insurance very high due to high uncertainty and risk of a storm requiring a payment that would make them insolvent. VERY simple math: $1mm house that could be expected to be destroyed in a 50 year event - allowing for costs and profits (from investing the premiums) you are going to be looking at $20k per year as your starting point. With non-correlated risk you get a benefit from the diversification of your policies across different locations, holders and risks. This does not exist for coastal windstorm.