Why do some poets write poetry that no one can understand?

There is no poetry that cannot be understood.

And there is no poet who wrote poetry that no one can understand.

Any expression can be certainly understood by someone.

In some poetry, there may be some allegorical expressions which everyone cannot understand, and we cannot say that no one has understood it.

If you have something specific to say, it probably does not have to be conveyed in the form of poetry. Poetry can be used to suggest a range of possible meanings, so that the reader can in collaborate with the poet in creating meaning.

Poets sometimes allude to Greek mythology, or to other poets, or to theology, or various other matters which you personally may not know about, in which case the poetry will become overly obscure or impenetrable for you. If you have the right kind of educational background for the poem that you are reading, you will probably enjoy the allusion. A given poem does not have to appeal to everybody, although a good poem will appeal to at least somebody.

Song lyrics are also a form of poetry. In Phil Ochs' song "The Flower Lady" there is a stanza which says

"Painter paints his brushes black

Through the canvass runs a crack

Portrait of the paint never answers back." I find these lines fascinating although they do not have any precise meaning that I could nail down. They give a surreal view of reality. Painters paint a canvass, not their brushes. Canvass does not crack. Paint is used to paint a portrait, but the portrait is not of the paint, it is of some subject matter, usually a person. So each of these three lines describes something unreal. Yet, they mean something. They suggest some kind of futility and despair. Phil Ochs was a social critic, he was very unhappy about the way American society was working, and this was one way of expressing that feeling. I find it very meaningful. Your mileage may vary.