Because high energy prices don't fight climate change directly. All the higher prices do is hurt the economy as it makes everything more expensive to buy. It is the same reason they can't just shift over to green energy as the impact would be very bad for the economy.
What is needed to fight climate change is to reduce the costs and increase output of green energy so that it can replace existing sources.
This question shows why higher energy prices are not a way to fight climate change. Germany (and other countries) are trying to find ways to help their citizens pay for the energy they use after the sharp increases in prices. Those higher prices only reduce the use of that energy so far. It also increases the profits of the companies involved allowing them to spend more money on the same fuels.
As long as those fuels are profitable they will still continue to be used.
EDIT:
As a note I have seen Germany and the energy prices pop up on my social media feed as well as various chat programs as a reason why going green is bad. Claims that green energy can't keep up and if they had focused more on coal/nuclear they would not have this problem. I have also seen claims that because Greta Thunberg saying nuclear power is better then coal is her endorsing nuclear power for the future
