There could be many reasons however here’s what I think.

We are not good at probabilistic thinking because for a long time we didn’t need to in a small society. We simply did not compute probabilities because we did not dare to? Surely the reason is rather because we did not need to. Much of our problem comes from the fact that we have evolved out of such a habitat faster, much faster, than our genes. Even worse, our genes have not changed at all.