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Or maybe because the only currently known feasible alternative always ended up being even worse.
How so?
Revolutions tends to lead to powerful people seizing the state and centralizing everything.
The usual theory they bandy about it is that they are a "vanguard" of "elites" who will prepare the ground for socialism. And when they are done they will turn the system over to the workers to control it like promised, from the bottom up.
Spoilers : They never do, so far at least.
Instead they will take over any worker-led initiative and stifle it and shoot the organizers if they don't get the memo. You wind up with the state owning the means of production and the workers owning next to nothing and being worked as hard as under capitalism. You typically wind up with a centralized, bureaucratic dictatorship.
On top of that, because the rest of the world is in a different system and to become a socialist state one must break the other system's rules, you've pissed off most of the powerful people outside your border. This leads to a besieged mentality (and assassination attempts, and coup attempts, etc.) which keeps up the pressure on that state to keep being a dictatorial, paranoid mess. Oh and it can also lead to stiffened trade as you become a pariah. And historically the USSR's economy for instance performed worse than the US's.
That said, other alternatives don't have to include armed revolution. You can start a worker coop, and that is technically socialism (or anarchism? I forget), because the workers would own the means of production. You'd be able to do that within a capitalist framework without too much conflict and without pissing too many people off (really I can't see anyone but ideological goblins and competitors bitching about this. And competitors always bitch anyways). Of course, contrary to wage labour, you have to bear the financial risks yourself.
Anarchism is always Socialist in form, co-operatives are Socialist, while anarchism is more about societal structure at large.
Either way, the issue with co-operatives is that there aren't systems in place to make them more common, nor will that ever be the case under Capitalism.
As for whether or not other systems have "always performed worse than Capitalism," that's just incorrect. You compared the USSR to the US, why? Would you compare Brazil to the US today? Both appear to be Capitalist. What's interesting is if you compare metrics of the USSR vs the Tsars and vs the Russian Federation, you'll find that quality of life was overwhelmingly tied to development, not economic system.
It seems reasonable to me to say that if a developed country was to become Socialist, it would perform better than a developed Capitalist country, as you remove issues like rent-seeking and worker exploitation. I think that's a reasonable conclusion, and I'm not even talking about USSR style Marxism-Leninism, it could be Democratic Socialism, Syndicalism, Anarchism, or any other form of Socialism.
