They do, but just not as popular like in some European countries. I mostly see them in residential crossways. Honestly, I believe a roundabout is more dangerous and probably why they are not used in North America as much.
They do exist in the US. They are getting more and more popular. Here they are used primarily as "speed reduction" tools.
As you see ... There are, but they just aren't as common.
Part of the reason is that many American roads just paved over existing trails ... Which didn't use roundabouts.
When my hometown was laid out in the early 19th century - as a "planned city" before being built - a central roundabout was included in the street design.
Over the years, I have seen roundabouts replace intersections where traffic lights were troublesome.