A few reasons immediately spring to mind:
Not everyone is interested in fame. Fame is something which has driven many straight into the waiting arms of addiction and eventual death. The founder of Bitcoin is almost guaranteed, as a public figure, to be famous, something some of us would not wish on our worst enemies.
The moment we positively identify the creator of Bitcoin, we open the door to the details of the creator's life being used to discredit the currency for financial purposes. Putting yourself in a situation where your misfortune and the slandering of your good name can result in a windfall of potentially millions of dollars for the right individual is not entirely wise by some thinking. Similarly, if there are events in Satoshi's life(or lives) which could cause scandal, those wishing to see the currency fail (or drop in value for their own financial ends) would be strongly motivated to dig into said events.
When a person is linked to a work, the work is seen as a subset of that person, rather than an entity in and of itself. Satoshi may simply want Bitcoin to make it's mark on it's own name. Furthermore, there is a school of thought where good works should not be done for personal credit or glory, but should be done for their own sake. If Satoshi is of this school of thought (and certain elements of the structure of Bitcoin could lead one to believe this is possible, even likely), he may simply feel that the glory/fame would cheapen the value of what he considers a gift to mankind.
These are just a few of the reasons Satoshi may wish to remain anonymous. There are plenty more potential motivating factors, but without knowing more about Satoshi, it's anyone's guess which contribute to the decision to remain anonymous.
Also, it's possible that he hold large amounts of btc as a creator of it and if his identity is revealed, he may become a victim of terrorists and criminals that want to get to that btc amount. Then, governments can investigate him or get him to manipulate the bitcoin as it's creator or simply to make him help them create the "alternative bitcoin" and push that one to the people who aren't into bitcoin already.
There can be a lot of things that can happen to him, but probably the most, his private life would be destroyed and he obviously doesn't want that and honestly, I wouldn't be revealing my identity if I were a creator. You know you've created something big and made an impact, so enjoy the profit you've made living the life as you were with that much of a media attention or anything else that could disturb your private life in the way you don't want it to.