Where exactly was she going to look? She has nothing to go on except an early memory of being left behind. Even the Sith cave couldn’t show her an image of her parents, which would have been as easy way to seduce her.
If you cling to the belief your parents are coming back to the place they left you, there’s a big psychological hangup about leaving that place, even for a day. It’s not rational or realistic to anyone else but her, as most forlorn hopes tend to be.
I think that’s the most concise explanation of who she is in TFA that I’ve ever read. For me, that’s when she was her most compelling as a character.