Okay, I give up and will ask, WHY PROPANE? Why not Natural Gas for HOME HEATING? What, No pipelines to your home?
You answered your own question.
You might as well have asked why everyone doesn't also have city water and sewer, and cable TV and high speed internet.
Infrastructure is expensive and without enough population densities it doesn't make economic sense. Even that won't guarantee it. I used to have a house in a fairly wealthy and densely populated town, but it was on a dead end street with about 20 houses, and we didn't have gas lines either.
It's only in the last few years that propane prices have gotten high and only this year that it completely got out of hand. Until about the mid-2000s, propane was price-competitive with natural gas, so running natural gas lines everywhere would have looked even more foolish. Since propane is basically the same stuff, but liquified, it seemed reasonable to assume it would always be competitive.
When I was building my house in 1999, the main propane worry was, which supplier could you rely on to keep your tank full when it got really cold. Price wasn't really a big worry. Now it's 15 years later, and things have changed, some in ways that could be foreseen, and some in ways that couldn't.