Why don't any languages have strictly one character for every single phonetic sound?

There seem to be several common confusions in your question:

1. Phonetic vs. phonemic

Phoneme is a collection of sounds that serve the same function. For example, English phoneme /p/ sounds like [p] in 'spit' but like [ph] (h represents aspiration) in 'pit'. Speakers don't recognize them as two different sounds, though, because they have function e.g. to differentiate from /b/ pit/bit.

Therefore it would make no sense at all to try to have a different character (letter) for each phonetic sound because there would be hundreds for each language and the speakers would not know how to use them.

2. Phonemic orthography vs. perfect phonemic orthography

Many languages have the kinds of orthographies you want. Finish, Italian, Czech, etc. all have more or less one letter for phoneme (with the occasional digraph or other inconsistency). The problem arises when a phoneme changes because of context. A common situation is final devoicing of consonants. For example, English 'but' and 'bud' are pronounced differently but a German speaker would pronounce both 'butt'. But they would not pronounce 'buds' and 'buts' identically. This is incredibly common in any language. For example, the Czech word 'had' (snake) is pronounced /hat/ because the voiced 'd' is devoiced (into 't') when it's the last sound in a word. But in all its other forms, the 'd' remains voiced. For for instance, in 'hady' (snakes, pl. acc.) remains voiced. This is different from the 'pit'/'spit' example because both /t/ and /d/ are phonemes in Czech and many native speakers would write 'had' as 'hat'. However, the orthography chose lexical/morphological consistency over phonological consistency. As a result, children have to learn how to spell these words - generally, by asking themselves what the other forms of the word sound like. However, there's no inconsistency in pronunciation because the devoicing happens no matter what. There are some orthographies that may choose phonemic consistency in some cases, but no orthography will be perfectly consistent in all respects because there is simply too much that is context-dependent in pronunciation (these many rules of referred to as phonotactics).