Why aren’t apartment complexes ever built more soundproof?

Because that would be more expensive - there would be less profit.

The simple answer is it costs money. If you soundproof apartments, you can not fit as many on the same footprint.

Some are.  You get what you pay for.  In some REALLY cheap apartments, not only can you HEAR through the walls and ceilings, but you can smell people's cooking. Other apartments are built much better with concrete floors and staggered studs to reduce sound transmission.

The doors are so close to each other which is why you can hear most things. I never had a noise complaint because I wasn't loud.