My simple answer to you...because you feed them waxworms. Think of it like a child, if you only feed them junk they will demand junk and become picky when they are offered anything else.
Good habits bring healthy lives. Bad habits destroy lives.
Stop offering him waxworms and mealworms. he will eventually get hungry enough to eat crickets and silkies and other prey choices. Consider never offering waxworms again, as they are little blobs of fat and offer essentially no nutritional value. Mealworms can be somewhat gutloaded, but they too are not a great feeder choice.