A very good question. My quess is that the inner planets can gravitationally sweep out such large volumes of space that there can be no free, independent bodies in the inner solar system. Also, the tidal action of the Sun upon any of these 'caught' bodies is so strong that their orbits will be unstable even about the planet that captured them. Eventually, they either get ejected into the outer solar system via 'sling shot' or fall onto the planets themselves. But this is just my best guess. I really don't know.