1. Play is most fun in the mid levels.
D&D is most fun around levels three to six. In that range the characters cannot die quite as easily any more, and still can be terrified by a dragon or a lich. The character's experience is still relatable. I have seen wolves, horses, misty forests, old castles and medieval towns first hand and can vividly imagine them.
The number of spells, skills and feats gives you some options, but is not so overwhelming that the game becomes an administrative task. You cannot just circumvent all obstacles with a spell, you still have to interact with your environment, and come up with creative solutions that still use physical means like rope, donkeys or ten-foot poles.
2. The game is not designed for high level play
In OD&D spells topped out at level six. Gary Gygax never intended the spells from level seven on to be available to players, and for good reason. In his original campaign, players tended to retire their characters after reaching about level twelve. It turns out, this is still the case in many campaigns.
In older editions it was hard to go further, because it took forever to get enough experience. In 5e, this is not the case any more, but at high levels the players still get so powerful, the spells become so reality-breaking, that it is very hard to create good adventures that are fun and challenging. It is tiring and boring to slog through greater demons and devils all the time.
To challenge my level 14 group, I had to spruce up a dracolich with extra necrotic damage that healed it. Most monsters in the monster manual as given are pushovers. We never played a group to a higher level until now where I am a player, we are at level 16, and the DM is struggling to keep things challenging .
It also gets harder to imagine the scenery as it becomes too fantastic. If my character now must travel in dimensions populated with bizarre demons under purple suns, I have no reference in my experience. At best I can refer to some movie.
It gets harder and harder to immerse in role-play, as your time is increasingly absorbed by the administrative task of managing all your spells, feats, magic items and powers. Attunement and concentration at least provide some respite here.
3. You don't need twenty levels to tell an epic story
A reasonable campaign has a premise, milestones, complications and setbacks, maybe a few side adventures, and finally, a conclusion. In our games, that point usually was reached somewhere around level twelve. By then the mighty heroes confronted greater demons and dragons to achieve their goal.
Look at the campaigns that have been published for D&D 5e by Wizards. Tyranny of Dragons goes to level 15, and has been described as tiresome. Elemental Evil, level 15. Curse of Strahd, seen as one of the best, level 10. Storm King's Thunder, level 11. Tomb of Annihilation, also well loved, level 11. Descent into Avernus, a trip to hell, level 13. It is clear that an epic story fits better to a dozen levels, than to twenty. None of them was able to stretch all the way. The only published module that goes to level 20 as I write this is Dungeon of the Mad Mage, and that is not a campaign, it is a megadungeon.
Look at the Lord of the Rings -- how many fights and adventures did the hobbits have? I think from a D&D mechanics perspective, they were likely level six to eight at the end, not even level twelve. There is no need to become powerful as the gods for a good campaign.
4. Powerful characters want closure.
With the big bad evil defeated, the lands celebrating them, castles and titles heaped upon them, it felt underwhelming for us to go back to beat up some other bad guys, even if they were powerful. We did try to play some high level adventures with these characters after the main story arc closed, and never played more than one, maybe two. It just felt better, if these seasoned heroes settled to rule the land, and maybe appeared to a new generation of adventurers as quest givers or wise counsel.
"Orlanth Slaying Yelm" is licensed under CC-BY 4.0. 
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