Because it wouldn’t be a disadvantage, necessarily. There are two major difficulties: you’d have to set the car up to take advantage of the tendency to understeer that 4WD induces, and you have to compensate for the extra weight.
In F1, the extra weight would be compensated for by the higher speeds you could carry into corners. In US open-wheel racing, cornering speeds are already ridiculously high because most of the tracks (ie., ovals) are banked.
The first problem is bigger. Open-wheel racing teams have years and years of telemetry and experience they can use to set up rear-wheel drive cars. They have non for front-wheel-drive cars. That means they’d be really, really slow for a good year or two, as was the problem with the previous experiments with 4WD in F1.