A puzzle about naturalists: they do not do science

Metaphilosophical naturalists think that philosophers should rely on the methods and results of science, implying that philosophers should just start doing science. Why do so many of them then keep doing philosophy instead of science? Why didn’t Quine, for example, become a psychologist after writing his paper Epistemology Naturalized?

Some naturalists may switch to philosophy of science from analytic metaphysics or epistemology, but what they usually end up doing is still philosophy, not science done with rigorous empirical methods.

O. K. Bouwsma pointed out this puzzle already in 1965:

"These sentences are strictly an enunciation of policy. In effect they say: "Let us be scientific." And negatively: "No more metaphysics." In a sober and quiet way a naturalist might say: "I've tried to do metaphysics. I can't grasp it. So I've turned to matters within my reach and grasp. I can do botany so much better. Or I can cut hair or polish teeth." If this were now what naturalists did, there would, I think, be no mystery at all. What causes the difficulty is that having said: "We are going to do science," they do not do science. If a man who sold groceries suddenly tired of selling groceries, exclaimed: "Enough! I am going to wash automobiles," and went out and washed automobiles, there would be no puzzle about this. But if he repeated his resolution frequently, put on his hat and coat and walked to the door, and then started for the other side of the store to sort potatoes, what then?" Well, so it is." (Philosophical Essays)