The only reason I could come up with as to why they don't retire is because they love what they are doing and not necessarily wanting more wealth. For example, Oprah. She's bleeding wealth but she is still working and helping people. At the same time she's earning more and more wealth.
I once read or heard a quote of something like "Do what you love doing and the money will follow."
Now, what about those who are not blessed to work a job that they love doing? Does this mean they can't be wealthy?
The good news is - No, they can be.
How? Join the PF awareness movement. Read blogs/articles about personal finance. Practice what you learn. It might take a while for you to get that level of wealth you're aiming for, but no genuine PF blogger or adviser will talk to you about get-rich-quickly schemes. It's a slow process.
I just got back to work after a 3-month maternity leave. I really love what I do and "when" I reach that level where I can say we're rich, I would still do something that I love. I'm not sure if I would retire early if I suddenly won lotto, but I'd definitely go on vacation around the world. :)