Because it would have been extremely dangerous for them to do so.  According to the Law, Jesus was blaspheming God, and Thomas and Philip felt they too would have been accused and punished for agreeing with Him.  Dangerous times to agree with this man from Nazareth (back then).  Anytime we "go against the grain" so to speak, we get into trouble.  They were not courageous enough,or else not yet convinced themselves.

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