Because nobody can make a decent Horror Movie anymore. Like seriously there are none. They all involve some invisible monster dragging people away from the camera.
Slasher movies are nowhere near as culturally relevant as they once were, and so the typical iconic villain is less relevant- but like, slashers died out by the end of the 80s, so in the 90s we only got Ghostface as an iconic villain when Scream revitalised them briefly, not much else from that era stuck (Chucky was 80s too).
But nah, we definitely got some 'iconic' horror killers in the 2000s. Jigsaw, specifically the puppet, Sadako and probably Kayako are all up there imo. Although it's too early to say, I don't think we've got any so far since 2010.
So basically, the iconic horror villains you're talking about are all from slashers, and we don't really make many true slashers right now (Don't get me wrong the format is still hugely influential and you still get lots of films that are spins on it, but they often eschew it in a way that dumps the typical villain figure- see It Follows, Unfriended etc).
