Which is why they don't do well, and because they don't do well. Stations are less likely to air them at a more favourable time.
They don't do well because people on this side of the pond usually prefer something they can jump in and out of as their schedules dictate. It's the reason sitcoms, reality TV and game shows do well in those early evening slots.
With things like DVR and season passes on iTunes, I don't think that's true anymore, but it probably used to be. Shows that are very serialized, like Game of Thrones and Mad Men are quite popular.
I like letting episodes pile up, and then sitting down and watching them when I have the time. And with iTunes and online streaming, you can watch new episodes of some shows anytime on your laptop. It's great for lunch breaks.