In game, they're only called 'Space Amoeba' due to convenient misconceptions on their actual size, which every empire seems to have simultaneously. They're not actually amoeba.
A large brain means a lot of required food, and I don't think food is very abundant in the vacuum of space. They probably have a similar brain-to-body proportion to a whale; larger than ours, but not large enough for complex thought since most of it is tied up in keeping the massive behemoth organism alive.
Probably for the same reasons that sharks don't attack gophers, and why you never see ants killing squid. Different environments that are surprisingly lethal to one creature but not the other.
They are also not as big as you see represented in game. A lot of stuff in Stellaris is enlarged and warped for QoL. Otherwise, if everything were at real scale, planets would be pixels compared to a star the size of your cursor. Space Amoeba, similarly, are probably the size of a Battleship or something, which conversely might be the size of a small city, and considering gravity, wouldn't do well in combat while plummeting to their death inside of a gravity well.