I think the obvious answer is that such a transaction hasn't had the
financial attractiveness it has today. Oil Company profits are at
record levels. Admittedly that is largely due to the price of crude
oil, but there is a significant part that is due to record 'spread',
or so called 'crack spread', between the value of a barrel of Crude
oil, and the value of the refined products refined from that barrel of
crude oil.
If the 'crack spread' is small, then there is probably no cost
advantage in refining your own fuel. If it is very large, there are
obvious cost advantages.