There continues to be a surly dialogue going on about the exact mechanics about how Amy and Rory left the series. (More accurately, a dialogue about how Amy left the series. People don't seem terribly bothered about Rory, which is odd when you consider that Rory was an infinitely better person than Amy was. That probably says something unfortunate about us as a species...) Most of the surly dialogue dwells on questions like, if the Doctor knows that he can't go back to Amy and Rory trapped in 1930s New York, why doesn't he just take the TARDIS to 1930s New Jersey and catch a train? Or go to 1940s New York and pick up a slightly older Amy and Rory? Which entirely misses the point (dramatically, if not pedantically). The point is that for two-and-a-half series Amy had both the Doctor and Rory, enjoying the best of both worlds. Worlds which, as the show occasionally pointed out, did not entirely mesh. She put it off, but eventually she was always going to have to be put in the position of having to make a definite, final choice between the two of them. Rory, or the Doctor. Pick one and lose the other. It was always going to come down to that, that was the fundamental point of her character. Eventually, you have to choose. Amy finally chose. That's why he can't just go pick them up again.