Because none of the characters deserved my attention. I felt no emotional tie to the heroine or the people she loved, and most of the others were (How can I put this kindly?) not the sort I would want to be my roommates. Perhaps the author wanted to tantalize me with the possibility that one of them would become a "person of interest" in the investigation, but that was precisely the problem--I wasn't interested in any of them. I'm not a callous person, yet all of the characters left me cold.
I've come to realize that stories I enjoy most are those with characters I care about. I imagine the same is true for you. So why might we care about a fictional character?
We see ourselves reflected. I saw myself in Father Tim of Jan Karon's Mitford series, for example. Having been pastor of a church in Fort Wayne for several years, I heard my former parishioners in the voices of Father Tim's parish. I saw my own foibles and blunders in Father Tim's attempts to serve his people, and I recognized my own feelings of joy when his efforts succeeded.
We get a second chance. When a fictional character is placed in a predicament similar to one we've experienced, we see alternate ways we might have dealt with a problem. Or we may feel vindicated by our own handling of it. Either way, we enjoy reading about realistic characters who afford us a second chance to deal with our own problems.
We become more aware of God. A spiritually mature character sees God at work in situations where we might miss him. Depression Era stories such as "Spencer's Mountain" and "The Journey of Natty Gann" offer us good examples of characters who see God at work in desperate circumstances.
Characters don't have to be likeable or worthy of imitation in order for us to care about them; but unless we care, we're not likely to follow their stories to the end.

Joe Allison has been a member of the Indiana chapter of American Christian Fiction Writers since 2010. He lives in Anderson, IN. His non-fiction books include Setting Goals That Count and Swords and Whetstones.