My experience of dementia is that you can't apply 'normal' rules of behaviour and need to adjust your own to your mum's patterns. As Cat says, she probably feels safe at home and in a familiar place. The confusion that comes with this horrible disease is awful for all concerned and must be terrifying for the sufferer. Going out is a nice thing for us, but there are all sorts of unknowns involved and it's understandable that people may avoid it.
Beyond a relatively early stage I could hardly ever get my mother out, either. If I did ever manage it, she would be fretting so much half a mile down the road that I would have to take her back. In the end I gave up - it just wasn't worth the hassle. As others have said, I think it's because the person feels safe and comfortable at home. To be honest, I wouldn't waste breath or energy trying to fight it.