We see in the Harry Potter universe, wizards or witches keep obliviating Muggles/NoMajs because otherwise it may lead to chaos or persecution of witches/wizards.

However, the Dursley family cannot be obliviated since they have to give Lily's protection to Harry. Obviously they did not like Harry, so why did they not expose the magic world?

Why would they do it?

As you said, they hate Harry. They want to be away from him as much as possible, and all he represents (i.e., Wizardry).

Who would believe them if they said Wizards existed? No one.

The Dursleys want to be normal above all else. They want to be regarded as successful, but anything crazy sounding is a big no-no for them. They live much better by ignoring Harry and pretending he doesn't exist at all.

1. They have no motive. It wouldn't benefit them, other than spite, and although it wouldn't be out of character for them to act out of spite, they seem to be more wanting to ignore the wizarding world than harm it.




2. They are living in denial. For the first ~10 years of Harry's residence, they simply pretended that magic didn't exist, and after he started attending Hogwarts, they tried as best they could to continue doing so.




3. They don't have much in the way of proof. The wizarding world isn't going to do magic in front of them while they're holding a camcorder, and even if they got proof, the wizarding world likely could get rid of it. That just leaves the Dursleys ranting like crazy people about wizards and witches.




4. They know little about the magic world. When Harry first comes home from Hogwarts, they are afraid around him, worried about what magic he can do, until they find out that he'll get in trouble if he does magic outside of school. Clearly, no one's going out their way to explain everything to them. Maybe they can't be obliviated, but they don't know that, nor do they know whether there's anything else can be done to them.