Because the wavelenth of a electrons is smaller then photons of visible light. The diffrence can be up to 100,000 times smaller. It is very had to detect anything smaller then the wavelength because the wave can pass around object, it is the same with waves on water as with microscope. Take a wooden beam in water and wave go around it withough a lot of distubace, but something larger can block the waves.
It work the same with light and the result is around 200nm is resolution of light microscope compared to around 0.1 nm for election microsopes. The diameter of a atom is around 0.1- 0.5 nm so election microscope can detect individual atoms. For visible light you need something that the order of 400-2000 atoms in diameter to spot it.
It is possible to have light with shorter wavelength, the problem is you get to the X-Ray and Gamma ray part of the spectrum, they tend to pass trough solid matter a lot more then visible light or electrons.
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