They need power to function and nothing has an infinite power source. Deep space probes like the Voyagers (which are much further out than the New Horizons going to Pluto) go into a low-power sleep mode which uses very little power but eventually even they will just run down long, long before they reach other star systems. Taking photos and sending the data back to Earth will just make them run down quicker. Think of it like your mobile phone, even just sitting there the battery only lasts a few days but if you start taking pictures and making calls it will last a lot less and unfortunately space probes have nowhere to recharge.