Many people choose to pay a premium to buy their coins from other exchanges to mitigate risks from an unregulated exchange that has anonymous operators and because transferring funds into btc-e can be difficult and risky. Unless you wire transfer a very large sum of money you will not be able to profit substantially off the arbitrage spread and doing this poses a risk that many want to avoid.

Go ahead and do the math and calculate the roundtrip time it takes to wire cash to btc-e - purchase btc - withdraw btc and deposit in coinbase - cash out btc and wait more time for cash to ach to your account and repeat. Add up the risks from volatility and all the fees in the process and you will soon realize that profiting from this is dangerous.