Particle physicists had their chance on trying prove the existence of any new particles with CERN and their newest project but ultimately they failed to discover any. First, it's too costly. Second, their theory on bridging the major two theories (relativity and quantum physics) with the assumably new particles is simply too complicated that involves a lot of constants compared to other theory models. There are better way to advance the progress of academic physics, but building a new collider would not help.