Some don't necessarily want to, particularly if the parent(s) and son/daughter are all secure in their knowledge that the grown child is mature and responsible and only in need of staying at home a little longer (or returning home for awhile) in order to get on their financial feet. There's no need for the grown child or parents to "prove anything" to anyone, because they're all secure and not worried about who thinks what.
As the parent of three grown kids who are now all out on their own, I've made it clear to all of them that will always be a place where they stay if they want/need to stay somewhere for awhile (for one reason or another). It's not what any of them would want (although I'd be happy enough with it for my own reasons, but not happy for them if I knew they weren't happy), but I'm glad I can offer them at least that much in this time of a rough economy.
From the time those three kids were very young, they had to be "grown up" for reasons I won't go into here. They've held together as individuals and as a family through things a whole lot of other kids never would have so maturely handled. If I can ever be help of to any of them at any time, I'm just grateful to be able to if/when I can. As far as I'm concerned, there's no cut-off age for loving someone, and when you love someone you want to help them and are happy when they're around. Of course, when you love someone like grown kids, you're also happy when they're happily on their own and on their feet. So, to me, whatever works best for them at any given time is OK with me. I just want them healthy, happy, and not struggling and all stressed out.