Early on in the first comics, no definite reason was really ever given for why Jor-L (as he was first known) or Jor-El (as he was known later, which became the lasting version of his name) didn't build a bigger rocket for his whole family. read more
In the mid-2000's, another new origin tale was created, basically going back to the old version with Jor-El building a rocket to send Kal-El to Earth. This time, however, Lara could have gone, too, but she chooses to remain with Jor-El on Krypton. read more
Jor-El: We couldn't, Kal. No matter how much we wanted to. No matter how much we loved you. Your mother, Lara, and I were a product of the failures of our world as much as Zod was tied to its fate. In other words, Lara, Jor, Zod, and the rest are all genetically programmed in the ways of Krypton. read more
And to come back to your actual question, I think this is also the reason why Jor-El didn't join Kal-El. He believed himself and Lara to also be a part and a relic of this corrupted society. And this is what he means when he says that their fate was linked to Krypton. read more