Because the easiest way to help end suffering and raise the world's consciousness is to raise your own consciousness, and by doing so you automatically raise mankind's consciousness.
Yes, we can try visualizing world peace all day long, but it must be put into the right context of raising consciousness rather than manifesting a certain outcome. Let's just say, there's not much "power" behind visualization and I-M when our unconscious minds (karma) are cluttered with negative thoughts/lessons that we have not yet learned or undone. We automatically intend/create negativity even though we are consciously thinking of positivity. It's like how one of the cast members of The Secret saying something to the effect of "what you think is positive thinking, is actually 5% positive thinking covering up 95% of negative thinking." It then makes sense to first work on ourselves before we work on the world, yeah?
There are various levels of truth, and you must live by the level you are currently at. At the very highest levels, yes we are all One and there is Unlimited Bliss. That however, is of the realm of the Avatars (Jesus, Buddha, Krishna) and beyond. Even then, those Avatars could not create whatever reality they want for everybody (for that would be violating free will of others), it was more like, they were a channel of God's Divine Will that "allowed" certain miracles to be done, according to karma and intention/faith (of everybody involved). We don't have a choice in creating them, as in "I want world peace and cessation of suffering, God -- make it so!"
We are changing our reality right now, every second. Each loving thought we have uplifts the whole universe, each negative one lowers universal karma. And each of us are working at raising our own consciousness, that's why we're here
While wanting to change the world is a noble desire, it is still a desire nonetheless, born out of "wantingness" and rejection/denouncement of suffering, rather than out of love and compassion.
Hope this explains my views more clearly, I'm sorry I didn't clarify earlier. Many of the New Age spirituality teachings conveniently leave many of these concepts out.