Most don't, pitchers are more risky than hitters in the draft, much more. If you go back and look at draft data from the last 20 years you will see a LOT more highschool pitchers who never made the majors than hitters.
Not, that the Red Sox shouldn't draft more pitchers, perhaps they should, but they've clearly shown they're among the best in all of baseball at drafting and developing hitting prospects. You can always fill in the gaps in FA, which is costly, but if you're saving money on the position side because you can draft and develop those guys then great.
Also, you can always trade from a position of strength for what you need. If you're better at hitting on short stops, then draft a short stop and trade him for some pitching when you have too many.