It's called arbitrage trading. Here's why all the prices aren't the same:
-There's a "spread" on most exchanges, which is the difference between the buy and sell prices.
-Some exchanges have high fees (e.g. Coinbase)
-Some exchanges are dysfunctional (Bitfinex, BTC-E, Chinese exchanges), and some exchanges are also extremely shady/annoying when you move large amounts (BTC-E, Poloniex and more).
Overall doing arbitrage with several exchanges can get very hard. There are some minor opportunities with the extreme price fluctuations that go on, but they're gone very fast. I don't recommend you get involved unless you know what you're doing or you can trade with foreign exchanges (like South Korea).
thats all good points mate,i use to do arbitrage when i was starting here in
crypto but it makes even harder upon going,thats why i stop making money on that
and do the daytrading and i have long term investment too for another option of
profiteering.
But its you option if what is comfortable with you