MAC addresses are link-local only. Most attacks don't (have to) come from the same subnet, so most rely on higher-layer addressing. Changing your mac address does little to hide you.
There are a variety of problems with changing your MAC address often. One, off the top of my head, would be that DHCP reservations wouldn't work. It could be marginally less efficient for switches. Also, it makes troubleshooting marginally more difficult; the first 24 bits of your MAC address identify the hardware vendor, and programs like Wireshark helpfully decode this into a friendly name. That would be nonsense for a random address.
Attackers may want to change their MAC addresses, but that's a very different (and very specialized) circumstance.
But mostly, I just don't think it's that useful.