Because the Earth is rotating. This causes things that move north or south to change speeds relative to the ground. When you move towards the equator, you appear to slow down, and when you move away from the equator, you appear to speed up. This is called the Coriolis effect. And it also causes tropical storms to rotate the way they do.
The storms aren’t getting pushed by anything, so that slowing they get when they move towards the equator is enough to completely stop any net north/south movement.
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