Arteries constrict when traumatised, are generally (not always) located deeper in tissues, and are more elastic so they can deflect from the needle, this makes them much harder to hit.
They also bleed a heck of a lot more, which can lead to bruising/haematoma more easily if the stick isnt clean.
You can absolutely draw blood from arteries though, and there are several useful bits of information you can only get that way!
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