The heliocentric velocity (velocity around the Sun) of the Voyager probes on leaving the Earth was 36 km/sec, as shown in your link.

Whilst this may appear to be larger than the 29.8 km/sec of Earth orbit, you need to look at the CHANGE of velocity or DeltaV.

To boost the Voyager probes to 36 km/sec took only 6.2 Km/sec of velocity (36-29.8). (plus a bit more to angle its trajectory outwards)

To slow down enough to hit the Sun from Earth orbit, you need to reduce orbital (heliocentric) velocity to essentially zero - a 29.8 km/sec DeltaV

We just don't have anything that can do this in one go. It's not a matter of wanting, it's Not Having!

Look at the <a href="http://messenger.jhuapl.edu/the_mission/mission_design.html".Messenger mission to Mercury</a.. It has to do several gravity assists to REDUCE speed while Voyager did them to GAIN speed. The final orbital insertion to Mercury needs a mere 1.6 km/sec DeltaV.