Believe me, I have some dress shoes.
I do sometimes wear boots or leather shoes with jeans:
However, I generally really only wear sneakers with "streetwear." Usually when I'm wearing denim I am walking a long distance, or driving, or doing other casual stuff that is more "active." I have no interest in scuffing up my nice shoes or wearing down the soles by walking 40 blocks in them, or having someone spill something on them, or tread on my toes. With sneakers I can sit cross-legged or rest my feet on things etc. in ways that I could not with dress shoes.
I absolutely love dress shoes. I have closets full of them. But there's a time and a place for them in my outfits. When I dress up, I dress up. But when I just want to kick back and relax, I wear sneakers and jeans. I tend not to "dress up" denim, though I do so more now than I used to. That's just not really my style.