Because typically the insanity defense applies to what most people think of as crimes of passion. IE: voices whispering in your head, hallucinations, etc... that you suddenly act upon, not pre-plan for months.
They may be mentally damaged, but even mentally damaged people can and do understand the law on a regular basis and subsequently don't violate it. The insanity defense doesn't really apply to cultists or fanatics, it applies to people who have completely lost perception of reality.