Because you need a circuit -- the electrons have to get back to the other terminal of the first battery. Connect the other two terminals, and you'll have a circuit (and two very warm batteries). The voltages will add up. This is in fact what you do when using several cells in series -- as in a car battery (six 2 V lead-acid cells giving a 12 V supply), or when you put several 1.5 V batteries in your torch or walkman to give, say, a 3 or 6 V supply(note that a single dry "battery" is in fact technically a cell not a battery -- a true battery is only when you have several).
In fact in your non-circuit a very tiny amount of current will flow for a very short while, until the absolute voltages stabilise. If you measured the voltage to earth from the terminals of either cell, it would be different when connected to when separate.