There are a few issues:
Resources: You have to have the technical skills to track down these resources, you need to collect evidence, deal with legal issues (judge, subpoenas, chain of evidence), you may have to actual get in and do some trades to make evidence, this may require physical receipt of items (if its all just talk - is it even real? Is it all hearsay? You need to have time, available specialists, and it has to be prioritized with other cases, some of which have a greater chance of success.
Jurisdiction: Even if you manage to track down international criminals, if they are operating across borders there may be jurisdiction issues, you may need to collaborate with various departments (which could be difficult logistically), there may be language issues, etc. International law may also make this difficult - extradition, etc. Is this even a priority in the country where it's going on?
Let's take the simple case of a very amateurish website hosted on some cheap hosting provider. This might be easy to shutdown because its in a clearly identifiable place, and the hosting provider can just turn it off if they want, which they probably would just do if a government asked - your small monthly fee isn't worth having the government hassle them.
However, let's say its hosted in a distributed manner, mirrored all over the world. There is lots of encryption, they use weird code words, a lot of the actual criminal transactions actual take place over email, icq, or something else. They use encryption, they move IPs, they host the servers in countries where the government or the ISPs don't care. It's going to be pretty hard to get access just by stumbling upon such a site. These things are often communities suspicious of outsiders (and suspicious of even their friends). So it may be very hard to prove it's worth turning off and in reality, there is no magic single-point of failure you can just turn off. Even if you took down a website, they could make another one, or use fancy peer-to-peer systems to distribute and encrypt what they are doing.