Because they aren't the type to want to share authority. They do that, and then they're just back to fighting among themselves without really resolving anything, only now they've given their rivals more chances to grow stronger by taking WG resources.
In his prime, it would probably be Whitebeard. Outside of that, and currently, Kaido.
I'm not really sure why so many people just assume that Shanks beat Kaido. It doesn't make any sense.