For the same reason that just because you can balance on a balance beam 30cm from the ground, you'd probably be hesitant balancing on one 5 meters off the ground.
EDIT: If you want to see him testing the concept in a bunch of iterations, you can check out the vimeo page here: https://vimeo.com/gravityindustries/videos/
Arguably, the leg-mounted jets COULD be close enough for ground effect, but they're apparently destabilizing so they switched to two backpack-mounted engines instead.