Of course they collide, but the universe is such a big place that the direct collision of two large celestial objects is a very rare event -- even when galaxies merge! A more common occurrence is the "Death Spiral" scenario you mentioned, where a Black Hole eats a star; like in this
APOD image. <br /><br />One of the reasons that the direct collision is a rarity is due to the curvature of space caused by gravity. Things just don't travel in straight lines in space; gravitational influences tend to cause objects to fall into an orbital relationship rather than a direct path towards a catastrophic collision.<br /><br />But direct collisions do occur, as in
this example of a theorized collision of two neutron stars... <br /><br />Another problem is that a direct collision would be over rather quickly; there would be a big release of energy and then things would die down rather quickly -- there's just not enough time for us to catch these things happening.<br /><br />On the other hand; when something like a star is in a decaying orbit around a Black Hole, and is being slowly absorbed, it emits a very conspicuous stream of energy; allowing us time to focus our observations and understand what is occurring.<br /><br />And these collisions occur with all sizes of celestial objects and are a normal part of stellar evolution; it is postulated that most Supermassive Black Holes (those found at the centers of galaxies) have eaten a neighbor or two or more; and, on a smaller scale, this same collision process formed our Solar System from an accretion disc of commonly orbiting celestial debris.