The standard answer is: Because Archbishop Lefebvre always went to Rome when asked - except from one time - right before the consecrations.
However, there is another reason why the SSPX should continue to work out what would be an acceptable canonical structure.
Because the chair of St. Peter won't always be occupied by a person who has a will to destroy the Catholic Church.
Eventually, Pope Francis will either:
- convert (ala Pius IX),
- or be "deposed" as a heretic. (Note: Nuances need to be understood in this deposition of a reigning Pontiff - please see: ThePope)
When one of these three events happens (not if - when) a new Pope will be elected and if this one will concretely favor the return to Sacred Tradition etc, then a structure to support the SSPX's work in restoring Catholicism will be ready.