Consider (for various definitions of big buildings and coasts):
Miami. Wikimedia Commons: Miamiboyz
Dubai. Wikimedia Commons: Obischoff
Hong Kong. Wikimedia Commons: Dice
Plenty of cities have tall buildings on the coasts. Such buildings do require engineering expertise to ensure they are safe and stable, but they are possible in many areas, sometimes with the support of pilings set deep into the ground.
The world has a great deal of coastlines (measuring it is problematic, but suffice it to say for this purpose that it's a lot of space). Huge chunks of the world and its coasts are uninhabited, whether because the land is protected or simply because there's not sufficient demand to spend many millions of dollars to construct a high-rise there. Cities aren't just random collections of land; they are formed because infrastructure, natural resources, geography, history, etc... have led people to develop greater density in a particular area. Why should someone build a high-rise at a random spot along the Konkan Coast? Do a sufficient number of people want to live there? Are there roads and running water and electricity and jobs and shops and everything else to support the building and its occupants there?
Beyond that, not everybody likes high-rise buildings. Many places with beautiful beaches want to preserve the feeling of their community and so enact zoning regulations to limit the size of structures and require that they be set back from the beach to avoid the feeling of a "wall [of buildings] on the waterfront." This also helps preserve coastal views for existing property owners, who tend to react poorly if you build a large building in front of their beachfront windows.
Lastly, while natural disasters have always been a factor, climate change risks may make builders and investors more hesitant to invest in major projects that could wind up flooded.