I highly recommend CGPGrey’s YouTube video on exactly this question [https://www.youtube.com/watch?v=JEYh5WACqEk](https://www.youtube.com/watch?v=JEYh5WACqEk)
The very very short version is that plagues need plentiful domesticated animals and highly densely populated cities to jump species and also have enough human fodder to spread to without burning out by killing everyone, and the New World did not have those things together in plenty.
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