First of all, you can't take them across greens, whereas the caddies can just walk across the green. There are so many people at tournaments, pulling them through crowds will not be very easy. And finally, the tees are so far back the players sometimes have to walk across things which are trolley could not go past.
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Pro golfers do not use carts as it has ruled upon by the tour organisers. It is simply for logistics, imagine having 156 Golf carts whizzing around a golf course with all the spectators standing around, it would be very difficult. Also buggies aren't allowed on green or tee boxes, this would cause quite a few problems and waste a lot of time.