Here's why:
* The English language is constantly evolving: New words are created, borrowed, and adapted all the time. Trying to capture every single word in a book would be a constantly moving target.
* The sheer number of words is overwhelming: The Oxford English Dictionary lists over 170,000 words. Even if you focused on commonly used words, the sheer volume would make the book unreadable.
* It wouldn't be a story: A book packed with every word imaginable wouldn't have a narrative or coherent plot, making it a mere word list, not a story.
While there might be projects that attempt to include a vast number of words, it's unlikely to be a complete list.