Because it would mean that an awful lot of other fuckers would also be in Guantanamo with him. It's not that easy to transfer an entire city like day-time DC 2107 km south.
Mind you, bad old Stalin managed to do just that with an entire country. But Uncle Joe had his own ways, many of them quite uncivilized, deplorable and, on a more practical note, broadly inapplicable to the present circumstances. Facts, selfish little bastards. They don't even care about your feelings.