Because MLB doesn't want to open the can of worms that would lead to. If they ask Beltran if he helped the Yankees steal signs in 2019, his answer might very well be "yes, but by the way I know for a fact that [Team X] was also stealing our signs when we played them." Then MLB goes and asks the manager or bench coach of Team X the same question, which leads them to Team Y, Team Z, etc. and all of a sudden MLB is faced with neverending investigations and the prospect of having to suspend a majority of the managers or bench coaches in the league.
Or, they ask the question and Beltran says "nope, Cora was just joking around or thought we were doing something we weren't." But before asking the question at all MLB has to be prepared for if the answer is the former, not the latter, and I don't think that's a road they want to go down.
Bottom line - I would be pretty surprised if MLB issues any more retroactive discipline for sign-stealing, or even investigates any other teams, after they issue whatever punishment they are going to issue against the Sox.