Because in JJK's universe, the cursed energy is less polluting and risky, and it comes from an infinite source: consciousness and the collective human being.
One of the real problems with energy in life is that matter is needed to transform it into energy, and matter is limited; oil is one example.
Other energy sources, like nuclear power, are high-risk and underdeveloped. Nuclear power is the most efficient, but as long as conflicts over ideals and resource control persist, it remains difficult to develop.
I mean it's been discussed before in the manga. The govt. thought about asking America/other nations for help but bombing Japan (again) wouldn't look good. They also said that Japan doesn't lack nuclear power but they're refraining from using it. They still have Yuji after all. Though they couldn't make contact with him.

If they remove cursed spirits I assume cursed energy and all Jujutsu sorcery will be gone too. What about alien threats? What if other aliens decide to come/invade? How ppl will defend themselves? (〜 ̄△ ̄)〜 ┑( ̄Д  ̄)┍