I think it's just that only a very tiny percentage of shows are successful (especially if you count all of the pilots that get made and never go anywhere), so the odds are against any actor getting in a hit.
But then again, nearly every show has somebody with some Broadway or Off-Broadway credits, so obviously some people do succeed. Look at Felicity Huffman (lots of plays at the Atlantic and Steppenwolf) from Desperate Housewives, Edie Falco (Night Mother, the upcoming Threepenny Opera revival), Sarah Jessica Parker and Cynthia Nixon (both had tons of stage credits before and during Sex and The City), Mary-Louise Parker in Weeds, several members of the casts of the Law and Order series. Heck, I've seen most of the cast of Grey's Anatomy on stage in New York in the past year or two -- TR Knight (Noises Off, Boy), Kate Burton (The Constant Wife), Chandra Wilson (Caroline or Change), Sandra Oh (will star in the new Diana Son play at The Public later this season). Just takes a bit of luck.
"What a story........ everything but the bloodhounds snappin' at her rear end." -- Birdie
[http://margochanning.broadwayworld.com/]
"The Devil Be Hittin' Me" -- Whitney