Here's why:
* Anya's curse: Anya was cursed by the god of vengeance, which prevented her from experiencing true love. This fundamental issue kept any romantic relationship with Spike from truly blossoming.
* Spike's destructive tendencies: Spike's history of violence and his own internal struggles often pushed Anya away. Their relationship was marked by many fights and arguments, and ultimately, their fundamental differences made them incompatible.
* Their love for other people: Both Spike and Anya loved other characters in the show. Anya loved Xander, and Spike was genuinely in love with Buffy (though their relationship was also troubled). While there was passion between Spike and Anya, it never truly developed into a fully-fledged romantic relationship.
Although they shared some intense moments and a deep understanding of each other, their relationship was more of a twisted partnership than a true affair.