It's pretty simple. It's because you aren't there.
This, absolutely. I've tried looking for jobs where I don't live, and always failed. So I quit, moved, and had no trouble.
When I'm on the other side of the interview table, I do admit I am a little skeptical about someone who would need to move. Will he stay for the long-term? Is it possible he'll decide he doesn't like it here, and go back home? And, if we do hire him, how long will it take him to move? I'm not saying I wouldn't hire someone non-local, but given an option between two equally-qualified candidates, I'd absolutely pick the local one.
Anecdotal evidence: we hired a guy who moved about 1000 miles for this job. He was a fantastic employee, and we made the right choice hiring him, but after about a year, he said he decided to move back home.