Why do shooting stars burn out and never hit the ground?

"Shooting stars" are not stars. They are rocks from space. They appear bright because they have just collided with the Earth's atmosphere at thousands of miles per hour. At that speed the air itself is burning up the rocks. read more

Most meteors are small and their speed relative to the Earth ensures they will burn up when they hit our atmosphere. Occasionally a meteor will be large enough to survive entry to the atmosphere and at this stage by definition it is no longer a shooting star but a meteorite. read more

A shooting star (so called) is a meteor, or a piece of space debris (often something left over from the formation of the solar system) "burning up" in the atmosphere. If the debris is big enough to make it to the ground (and it's not so rare that people haven't seen it happen), then exactly what you ask has happened. read more