Logistics was not on their side.

You can easily sail with a fleet of several hundred longships across smaller bodies of water like the North Sea and concentrate enough power to threaten existing kingdoms on the other side. This is a journey of ~ 3 days, and under optimal conditions, they could make it across in a day and a half.

Sending even a tenth of that force across the Northern Atlantic, with its different weather patterns, longer distances, icebergs and very few places to replenish your resources (Iceland yes, Greenland maybe - they lived fairly on the edge as it was, with not much of a food surplus), was not feasible. A few ships could do it, but a few ships means a few people, and in the Americas, which were settled by other people already, it meant that you were a somewhat weak guest to someone else's territory, and you could always be thrown out or made to leave.