British People Grasp The Magnitude Of The Problems Their Governments Have Caused, page-98

Because some people just like being PITA's or simply know that their position is rather tenuous so they wont put forward any evidence to support their claim or speak plainly. Hence they just say 'do your own research' in the naive belief that you will somehow find the same information that they have and reach the same conclusions. The other liability in sharing your sources is that you might not agree with their conclusions and none of us wants to be wrong about any of our deeply held beliefs.