There are two answers: one for why this has not *yet* happened, and one for why this will not *ever* happen.
The answer to why it hasn’t happened *yet* is simple: the Universe is quite young, relative to the time it takes for galaxies to collide and merge. Some of them have (our own Milky Way is known to have absorbed several smaller galaxies in the past) or will in the near future (we’re expected to collide and merge with Andromeda, the other large galaxy of our local group, in the relatively near astronomical future), but not enough time has passed for this to bring all of the galaxies even in small clusters together, much less the entire Universe, even if that were their ultimate fate.
The answer to why it won’t *ever* happen is twofold:
* The Universe is probably infinite and roughly homogeneous, in which case each galaxy feels (on average) the same pull in every direction. That means that while local clusters will merge, there isn’t any “net center” for galaxies to concentrate at, even over infinite time (and over any finite time, of course, only a finite portion of the galaxies in the Universe can even interact with one another because gravity travels at the speed of light).
* The Universe’s expansion is currently outpacing gravitational attraction on the largest scales. Outside of relatively nearby galaxies, everything in the Universe is “moving” away from us at high speeds (I say “moving” in quotes because it’s more proper to say “the distance between us is changing as space itself changes” – it’s not motion in the normal sense). The same is true, as far as we know, for every *other* point in the Universe: a few local galaxies moving closer, but the Universe as a whole moving rapidly away.
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