Because shutting the government down over every single issue that divides Democrats from Republicans is not worth it. It's better to pick your battles in the long run, and I don't believe DACA is worthy to shut the government down over. When Republicans shut the government down in the fall of 2013 it wasn't looked upon too favorably.
Yes, it wasn't looked upon favorably when it first happened. But guess what, in 2014, they still won control of the u.s. senate, gained in the house, and even gained governorships despite having a numerous amount to defend. So it didn't really hurt them politically.