For the same reason they couldn't throughout the film. Christopher was unable to see Rose at Midwich Elementary, because they are on different 'dimensional levels.' The same is true at the film's end. Christopher's version of reality is what we perceive to be the "real world". Just as in that case, Rose opens doors in Christopher's world, but can't get in. Though many viewers have interpreted this scene to indicate that Rose is dead at the film's end, interviews with the director suggest that this may not be the case.