They have a rediculouls hard time just maintaining access to the patients' blood supply. A machine that can do the filtering is actually the easy part. Getting fluids in and out of the body continuously and on a long term basis is actualy a very difficult problem.
As a Brit, I'm fascinated by the lack of discussion of CAPD here -- that's Continuous Ambulatory Peritoneal Dialysis (see: http://en.wikipedia.org/wiki/Continuous_ambulatory_peritonea... ). Back in the late eighties when I was working in clinical pharmacy practice, it was the big new thing -- cheaper than haemodialysis (CAPD fluid is dirt cheap, so cheap that hospitals had to brew it up themselves in their pharmaceutical manufacturing units because no commercial supplier could be arsed selling the stuff), more convenient for the patient (they could walk around while on CAPD, rather than being stuck in a chair), somewhat lower risk of infection when it was done right, no need for an expensive perfusion machine with blood filters, and so on. It's still used extensively in the NHS, and in some other countries -- but seems to be unheard-of in the USA.