Mostly, it's because it would be prohibitively expensive to do so. The police can, and probably do, run operations designed to stop piracy, but these usually target the source, because it's usually easier to shut down a network of servers than the millions of people using them.
Even if a user posts something on a forum with something that looks like their real name, it's very rarely verified, and could therefore be anyone that's chosen a name that seems "real enough".
While it may be illegal for people to pirate copyrighted illegally, statutes almost always require the rightsholders to bring a claim - in order to do that, they need to identify the real identity of the person making the claim; in order to do that, they may need a court order requiring the website operator to produce the relevant information.
Even if one assumes that this didn't require a court order for production, this all takes time. Time that you need to pay someone to spend on it.
Of course, this is part of the reason why, in the US, speculative invoicing is prolific when it comes to those few cases where people are pursued for torrenting, even to the point where in the Dallas Buyers CLub case, the Australian Federal Court has specifically required that the court reviews communications to be sent, to prevent this.
From a law enforcement perspective, let's pretend that the various police agencies would work for free to identify, locate and apprehend these people. Then more money would need to be spent actually prosecuting them.
So basically? Enforcement comes down to the financial capacity to pay people to uphold your rights, and the effectiveness of the actions. Why try to prosecute a million people, when you can take out that handful that runs the sites that facilitate infringement?