Apparently true story: John and Paul were watching Saturday Night Live together when Lorne Michaels offered $3000 for the Beatles to reunite, and they thought about just walking over to shock everyone... but didn't.

https://www.quora.com/What-is-the-exact-true-story-of-the-NBC-offer-by-Lorne-Michaels-for-The-Beatles-to-come-on-SNL-and-perform-live

This source doesn't say why: I herd they wanted to avoid legal hassles, couldn't find a corroboration.