Le Tour de France

It took me a while to understand bicycle racing.  At first glance, it looks like a massive swarm of bikes (the peloton) moving at uniform speed in a pack, with a few stronger riders way out in front who will clearly win the race.  I wondered why those in the peloton seemed okay with letting the break-away riders win so easily.  Shouldn't they challenge them, chase them down, at least try to win?