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Because they don't need to be.

Clearly the current design of rockets can be successful. So adding truss structures to the current design would add weight for no reason and take away from the payload capacity.

There's almost nothing to be gained by a truss. The load being applied is along the axis of the tank. A simple hoop of material is very strong in this orientation. (Try it with a piece of paper, you'll be surprised at how much it can hold--just keep the weight even!) A truss in the tank would only help against loads off axis--and you don't want those in the first place!

Most modern rockets do rely to some extent on tank pressure for strength. The tankage needs to be pressurized in any case to drive the turbopumps without risk of cavitation, so the structural strength benefits come for free or nearly so.

I'm not certain what you're envisioning when you say "truss structures". There are usually strengthening ribs along the interior walls of the propellant tanks -- welded in in rockets like Zenit and Falcon 9, milled "isogrids" in Atlas V and Delta IV. This provides enough strength to handle the g-loads encountered in the ascent (often as high as 6-g depending on the launcher and mission details), so there's no need for any cross-tank support structures.

Because it would be an inefficient way to handle the loads.

Let's say your rocket is a simple cylinder with engines at the bottom (no strap-on boosters or fins that might actually need extra structure to attach to and transfer the loads). Such a rocket will be subject to two main kinds of loads:

• axial compression (engine thrust vs dynamic pressure of ramming into air head-on)
• bending/shear by aerodynamic forces (flying at nonzero angle of attack causes the body to generate some lift)

As hinted in other answers, compression is easy to handle with what you already have: the skin of the cylinder. You just need something with a sufficient cross-section that won't buckle easily, and a big metal pipe is a good match for that requirement. And guess what, you already need that pipe to keep your propellants in.

The bending is a bit more tricky (and it also comprises vibrations of various frequencies), but a truss won't help very much with that. For a truss to resist bending, you need to make it wide. A single rod on the axis of the rocket won't help. And as you make it wider and wider, it will become stiffer against bending, until it finally is as wide as the entire cylinder. That means you've found the optimal arrangement: strengthening the walls.