Didn't he try to close it and his attempts were blocked?
He tried to go through Congress, which was a stupid idea in the first place.
If it was really on his conscience, I'm sure he could have had issued an executive order. Bush wasn't above using that sort of power, but his advisors probably didn't want him to exert his power like that and get vilified by the right even more.
I'm not sure what I expected. Obama was never going to be a liberal.