A significant part of the problem is the location of a given ADIZ. In the case of the North American ADIZ, operated jointly by the United States and Canada, there's very rarely any reason to be there unless you're either intending to enter the airspace of at least one of the United States or Canada or are just there to test NORAD's defense capabilities. Simply due to geography, there are very few direct routes between other countries that involve penetration of the North American ADIZ, but not of the actual national airspace of the United States or Canada.
This is in stark contrast with, for example, China's relatively-recently-announced East China Sea ADIZ, which lies across many very busy air routes that are important for both commercial and military traffic that have absolutely nothing to do with China, having no intent to either enter its airspace, nor to test its defenses. For example, all flights into Taipei from Korea, Japan, or North America would need to transit the East China Sea ADIZ. Granted, the People's Republic of China considers Taipei to be part of its territory, but, obviously, the people who live there generally disagree.
The enforcement of the East China Sea ADIZ would mean that all traffic across this very busy international corridor - which includes both lots of scheduled commercial flights and regular military operations of Korea, Japan, Taiwan, the United States, and others - would be required to file a flight plan with China and follow instructions of Chinese air traffic control. You can probably see why the militaries of Korea, Japan, Taiwan, and the United States wouldn't want to do that.
Another part of the problem that is sometimes overlooked is that different countries have quite different ideas of what an ADIZ is or what can be required in one. China is attempting to apply its rule to all traffic in the East China Sea ADIZ. However, as Secretary of State John Kerry noted at the time of the announcement of the East China Sea ADIZ,
Freedom of overflight and other internationally lawful uses of sea and airspace are essential to prosperity, stability, and security in the Pacific. We don't support efforts by any State to apply its ADIZ procedures to foreign aircraft not intending to enter its national airspace. The United States does not apply its ADIZ procedures to foreign aircraft not intending to enter U.S. national airspace. We urge China not to implement its threat to take action against aircraft that do not identify themselves or obey orders from Beijing.
The United States Navy's Commander's Handbook on the Law of Naval Operations further expounds on this:
International law does not prohibit nations from establishing air defense identification zones (ADIZ) in the international airspace adjacent to their territorial airspace. The legal basis for ADIZ regulations is the right of a nation to establish reasonable conditions of entry into its territory. Accordingly, an aircraft approaching national airspace can be required to identify itself while in international airspace as a condition of entry approval. ADIZ regulations promulgated by the United States apply to aircraft bound for U.S. territorial airspace and require the filing of flight plans and periodic position reports. The United States does not recognize the right of a coastal nation to apply its ADIZ procedures to foreign aircraft not intending to enter national airspace nor does the United States apply its ADIZ procedures to foreign aircraft not intending to enter U.S. airspace. Accordingly, U.S. military aircraft not intending to enter national airspace should not identify themselves or otherwise comply with ADIZ procedures established by other nations, unless the United States has specifically agreed to do so.
It should be emphasized that the foregoing contemplates a peacetime or nonhostile environment. In the case of imminent or actual hostilities, a nation may find it necessary to take measures in self-defense that will affect overflight in international airspace.
In order for there to be formal reciprocity in following the rules of an established ADIZ, countries would have to first agree on what an ADIZ even is and what traffic it can apply to, which they currently do not.