Why aren't there real robots like in the movie I Robot?

well, we do not actually have the technology to build such robots.  We can build the structure, but not the control systems.

We don't have the technology to build them.  Artificial intelligence isn't at the level needed for those robots.  Even the physical stuff, like locomotion, isn't there.  Boston Dynamics, probably the world leader in walking robots, is still in the testing stages.  Even something as relatively simple as having their robot dance required weeks of prep work by the programming team.  To have a walking robot operate independently in the world is much much harder.