That would be an easy target to the enemy. Besides that, the common understanding of a "church" is a place where xians go every week to get hypnotized and sit passively in a mass and because it's extremely boring some of them fall asleep. In Satanism we take an active role and practice, it's not about getting brainwashed every week and just having blind faith. So we don't need this type of boring congregation which serves nothing.
Wouldn't make much since. The church would be victim to vandelism and hostiles who believe Satan is bad. It also makes it easy for the Jew to manipulate the masses and kill those who choose to have Satan as their god.