Because we elect a president to be better than we can be. To do the "right" thing when the right thing is not easy or satisfying. And to always uphold the law, even when it's not politically beneficial.
For more practical reasons, catching Osama and killing him w/o a trial would simply make more people who hate us, and possibly lead to more 9-11 type occurrences.
My need for revenge is not so great as to blind me to all of this.