Why do you think serial killers charged with multiple murders never confess to the murders they're suspected of? I'm sure there are plenty they're not actually responsible for, or even don't remember commuting if the count is high enough. But surely there are cases where it's perfectly obvious, but they just won't admit?
There are several reasons as to why they don’t confess. Some killers aren’t proud of what they have done and don’t want to admit to it. They don’t want the world to know how heinous they have been. Some refuse to confess to other murders to save more heartache for their own families.
Furthermore, some serial killers don’t want to admit to specific murders because of the stigma attached. For example, Bundy would never speak about the murder of Kimberly Walsh because she was a child.
However, a lot of killers like the power they have being the only person who knows what happened to their victim and where they are buried, etc. By keeping this information private, they have something to hold over investigators and family members alike. It’s something they can barter with, so to speak.