Answer:
They actually did try, they just failed. The main problem was that all they really discovered was marginal territory for the purposes of Norse culture. Meanwhile, they had to compete with other native cultures that were designed and optimized to live in those places. The base they had to operate out of for North America was Greenland. This itself was probably the most marginal territory of all the Norse domains. Greenland was discovered and colonized during the Medieval warm period, at which point Norse agriculture would have been most productive there. It was all the Greenlanders could do to hold on themselves, and as the climate turned around heading toward the "Little Ice Age", the colonies there shrunk down to only one, which was never heard from again after 1410.
