Why don't the very wealthy invest more in infrastructure?

The Marginal Revolution is currently taking topic requests.  I found this one interesting from a reader:

John Oliver had a great bit on infrastructure https://www.youtube.com/watch?v=Wpzvaqypav8

What should be done about raising revenue to fund these repairs? Also, why don’t the very wealthy invest more in infrastructure? Why do we not see the Bloomberg Bridge replacing Tappan Zee Bridge? To me it seems this would be a great way for the wealthy such as Bloomberg to be immortalized in a manner that is both highly visible and will improve the lives of many people who have to deal with such bridges.